Fourier Best Notes Mod2 Lect5

Mathematics - III
Module - II :: Lecture - 5
Dr. H. K. Patel
Department of Mathematics
Ujjain Engineering College, Ujjain
July - December’ 2020
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Dr. H. K. Patel Mathematics - IIIModule - II :: Lecture - 5
Fourier Transforms:
Convolution of Functions
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1. Convolution of Functions
When working with Fourier integrals, as with
the Laplace transform,it is useful to
introduce the convolution operation to
establish the relationship between the
functions f (t) and g (t) and their respective
Fourier transforms F (ω) and G (ω).
For the Fourier transform, we define the
convolution of f with g to be the function
f ∗ g given by 3/ 30
Z ∞
(f ∗ g )(t) = f (τ )g (t − τ )d τ
−∞
In
Z bmaking this definition,
Z b we assume that
f (t)dt and g (t)dt exist for every
a a
interval [a, b] and that, for every real number
Z b
t, |f (τ )g (t − τ )|d τ converges.
a
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Convolution has the following properties.
Commutativity
If f ∗ g is defined, so is g ∗ f and
f ∗g =g ∗f
Linearity
This means that, for numbers a and b and
functions f , g and h,
(αf + βg ) ∗ h = α(f ∗ h) + β(g ∗ h)

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2. Convolution Theorems
As the reader may now have come to expect,

in view of the duality between time and
frequency domains, there are two convolution
results involving the Fourier transform.
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Theorem (Convolution in time )
Suppose that f (t) and g (t) are piecewise
continuous, bounded, and absolutely
integrable on the t-axis. Also, let
F{f (t)} = F (ω), and F{g (t)} = G (ω) .
Then
F{(f ∗ g )(t)} = F (ω)G (ω)
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Proof. By the definition,
Z ∞ Z ∞
F{(f ∗g )(t )} = f (τ )g (t − τ )d τ e −i ωt dt
−∞ −∞
An interchange of the order of integration

gives
Z ∞ Z ∞
F{(f ∗g )(t )} = f (τ ) g (t − τ )e −i ωt dt d τ
−∞ −∞
Instead of t we now take t − τ = p as a new

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variable of integration. Then t = τ + p and
Z ∞ Z ∞
F{(f ∗ g )(t )} = f (τ )g (p )e −i ω(τ +p) d τ dp
−∞ −∞
This double integral can be written as a

product of two integrals and gives the desired
result
Z ∞ Z ∞
−i ωτ
F{(f ∗g )(t )} = f (τ )e dτ g (p )e −i ωp dp
−∞ −∞
= F (ω)G (ω)
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This says that the Fourier transform of the
convolution of two functions is the product
of the Fourier transforms of the functions.
This is known as the convolution theorem,
and a similar result holds for the Laplace
transform. The ramification of convolution
for the inverse Fourier transform is that
F −1[F (ω)G (ω)] = (f ∗ g )(t)
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Theorem (Convolution in frequency)
Suppose that f (t) and g (t) are piecewise
continuous, bounded, and absolutely
integrable on the t-axis. Also, let
F{f (t)} = F (ω), and F{g (t)} = G (ω) .
Then
1
F{f (t)g (t)} = [F ∗ G ](ω)
2π
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Proof. By definition, if
Z ∞
1
F{f (t )} = F (ω) then f (t ) = F (ω)e i ωt d ω,
2π −∞
Z ∞
1
F{g (t )} = G (ω) then g (t ) = G (ω)e i ωt d ω.
2π −∞
then the inverse transform of the

convolution
Z ∞
[f ∗ G ](ω) = F (x)G (ω − x)dx
−∞
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is given by
Z ∞ Z ∞
−1 1
F {[F ∗G ](ω)} = F (x )G (ω − x )dx e i ωt d ω
2π −∞ −∞
Z ∞ Z ∞
1
= F (x ) G (ω − x )e i ωt d ω dx
2π −∞ −∞
A change of variable ω − x = y leads to

Z ∞ Z ∞
1
F −1 {[F ∗ G ](ω)} = F (x ) G (y )e i (x +y )t dy dx
2π −∞ −∞
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Z ∞ Z ∞
1 1
= 2π· F (x)e ixt dx· G (y )e iyt dy
2π −∞ 2π −∞
= 2πf (t)g (t).

That is
F −1{[F ∗ G ](ω)} = 2πf (t)g (t)
therefore,
1
F{f (t)g (t)} = [F ∗ G ](ω).
2π
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3. Examples
Example 1 Compute

1
F −1 .
(4 + ω 2)(9 + ω 2)
Solution: We know that

1 1 −2|t|
F −1 = f (t) = e
(4 + ω 2) 4

1 1 −3|t|
F −1 = g (t) = e .
(9 + ω 2) 6
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The inverse version of the convolution
theorem tells us that

1
F −1 = (f ∗ g )(t)
(4 + ω 2)(9 + ω 2)
1 ∞ −2|t−τ | −3|τ |
Z
= e e d τ.
24 −∞
To evaluate this integral, we must consider
three cases.
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Case-I: t > 0

1 6 −2t 4 −3t
(f ∗ g )(t) = e − e .
24 5 5
Case-II: t < 0

1 6 2t 4 3t
(f ∗ g )(t) = e − e .
24 5 5
Case-III: t = 0
2
(f ∗ g )(t) = .
5
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Therefore,

1 1 6 −2|t | 4 −3|t |
F −1 = e − e .
(4 + ω 2 )(9 + ω 2 ) 24 5 5
1 −2|t| 1
= e − e −3|t|.
20 30
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Example 2 Using frequency convolution
show that
Z ∞
dτ 2π
= .
−∞ (2 − iτ + iω)(2 + iτ ) 4 + iω
Solution: By frequency convolution

theorem, we have
1
F[f (t)g (t)] = [F ∗ G ](ω)
2π
where F{f (t )} = F (ω) and F{g (t )} = G (ω).
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1
Let F (ω) = = G (ω). Then
2 + iω

1
f (t) = g (t) = F −1 = e −2t H(t)
2 + iω
Thus
Z ∞
1 dτ
F[f (t)g (t)] =
2π −∞ (2 + i(ω − τ ))(2 + iτ )
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Hence,
Z ∞
dτ
= 2πF[e −4t H (t )H (t )]
−∞ (2 + i (ω − τ ))(2 + i τ )
2π
= 2πF[e −4t H(t)] = .
4 + iω
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Example 3 Use the time convolution to find
the inverse of
1
, k > 0.
(iω + k)2
Solution: We have

1 1 1
F −1 2
= F −1 ·
(iω + k) (iω + k) (iω + k)
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1
But, F −1 = e −kt H(t), where
iω + k
H(t) is the unit step function. Therefore, by
convolution theorem

1 1
F −1 ·
(iω + k) (iω + k)
Z ∞
= e −kτ H(τ )e −k(t−τ )H(t − τ )d τ
−∞
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Z ∞
= e −kt H(τ )H(t − τ )d τ
−∞
But,

0, τ < 0, τ > t
H(τ )H(t − τ ) =
1, 0 < τ < t
Therefore,
Z t
1
F −1 = e −kt
d τ = te −kt
.
(iω + k)2 0
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4. Exercises
1 Use convolution to find the inverse

Fourier transform of the function.
1
(a)
(1 + iω)(2 + iω)
1
(b)
(1 + iω)2 (2 + iω)
1
(c) ,k > 0
(k + iω)3
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2 Find the inverse Fourier transform
10
.
6 + 5ω − ω 2
3 Using frequency convolution show that
Z ∞
dτ
= 0.
−∞ (4 − iτ )(4 − iτ + iω)
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”THANKS”
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Mathematics - III

July - December’ 2020

(αf + βg ) ∗ h = α(f ∗ h) + β(g ∗ h)

As the reader may now have come to expect,

F{(f ∗ g )(t)} = F (ω)G (ω)

An interchange of the order of integration

Instead of t we now take t − τ = p as a new

This double integral can be written as a

F −1[F (ω)G (ω)] = (f ∗ g )(t)

then the inverse transform of the

A change of variable ω − x = y leads to

= 2πf (t)g (t).

Solution: We know that

Solution: By frequency convolution

1 Use convolution to find the inverse

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