NAME: NISAD SARDAR

DEPARTMENT: APPLIED MATHEMATICS

TOPIC: PROJECT REPORT ON APPLICATION OF

FOURIER TRANSFORM

SESSION: 2021-23

FOURIER SERIES
If the constants a0, an, bn (n=1,2, …) are derived from a function f by means of
Euler-Fourier formulas:
π
1
an= ∫ f ( x ) cosnx dx , n=0 , 1, 2 , …
π −π
π
1
bn= ∫ f ( x ) sinnx dx , n=1 , 2 , …
π −π

a0 ∞
the trigonometric series +∑ ¿¿ is called the Fourier Series of f on [−π , π ¿ or
2 n =1
the Fourier series generated by f. It is an expansion of periodic signal as a linear
combination of sines and cosines.
∞
a0
We write f ( x )− + ∑ ¿¿
2 n =1

FOURIER TRANSFORM
Fourier Transform states that any periodic function can be written as a
weighted sum of infinite sinusoids of different frequencies. Fourier Transform
is basically the process or function used to convert signals from time domain in
to frequency domain.
It was developed by mathematician Jean Baptiste Joseph Fourier.

 Fourier Transform (FT):

 x = space
F(u) = dx
u = frequency
Inverse Fourier Transform (IFT) :
e =¿ cosθ +isinθ
iθ

f(u) = dx i = √−1

f(x) = cos 2 πkx 1

F(u) = 2
[δ ( u+ k ) +δ ( u−k )]

Fourier Transform Examples:

Signal f(x) Fourier Transform F(u)

Signal f(x) Fourier Transform F(u)

f(x) = sin 2 πkx 1
F(u) = 2
[δ ( u+ k )−δ ( u−k ) ]
 Some properties of Fourier Transform:
 Linearity: Addition of two functions corresponding to the addition of the two
frequency-spectrums is called the linearity. =
 Derivatives: Differentiating function with respect to time yields the constant
multiple of the initial function.
 Scaling: Scaling is used to change the range of the independent variables or
features of data.
 Convolution: It includes the multiplications of two functions.
 Time Shift: It concludes that a linear displacement in time corresponds to a linear
phase factor in frequency domain.
 Frequency Shift: Frequency is shifted according to the co-ordinates which affects
the time shift.

Applications of Fourier Transform:

Fourier Transform has its applications in various fields. Some of them are as
follows:
Fourier Transform is used-
 To solve Partial Differential Equations
 To solve Ordinary Differential Equations
 In solving Boundary Value Problems
 In Image Processing and Filtering
 In designing Electrical Circuits
 In Signal Analysis
 Application of Fourier Transform to Ordinary Differential
Equations (ODE):

To solve a general ODE using Fourier Transform method:

−d 2 u 2
2
+a u=f ( x ) ,−∞< x <∞
dx

Step 1: We have to take Fourier Transform on both sides of the given

equation.
d2 u 2
−F [ 2
]+ a F [ u ] =f [f ( x ) ]
dx

Step 2: Using the Fourier Transform formula F [ f n ( x ) ] =(−iα ) F (α ) and

n

F [ u ( x ) ]=U ( α ) , F [ f ( x ) ] =F (α ):
2 2
−(−iα ) U ( α ) +a U ( α )=F(α )

F (α)
i.e., U ( α )= 2 2 -(equation 1)
α +a

Step 3: Now by applying Inverse Fourier Transform on equation 1, we get

U ( x )=F
−1
[ F (α) 2
1
α +a
2 ]
Step 4: Now using convolution theorem,
∞
1
U ( x )= ∫ f ( t ) g ( x−t ) dt ,
√2 π −∞

where g ( x )=F
−1
[ 2
1
α +a 2] √
=
1 π −a∨ x∨¿ ¿
a 2
e and f ( x )=F−1 [f ( α ) ]

∞
1
Hence the required equation is U ( x )= ∫ f ( t ) e−a∨ x−t ∨¿dt ¿
2a −∞

This is a generic equation and if the value of f(x) is known, we can evaluate
this integral and get the value of U(x).
 Examples:
2
d y dy 5¿ ¿
(1) To solve the ODE 2 2 + dt −3 y=e , by using Fourier Transformation,
dt

we can follow the mentioned steps and obtain the solution of the equation as
1
5¿ ¿
3
−1 (1−5 i)(5 i+ )
2
e
2

dy −4 t
(2) Similarly solving the equation dt −4 y=e H(t) by Fourier Transformation
−1 −4∨t ∨¿ ¿
method we can obtain the solution y ( t ) = 8 e .