UNIT - IV Fourier Transforms

18MAB201T - TRANSFORMS AND BOUNDARY
VALUE PROBLEMS
Dr. E. Suresh,
Assistant Professor,
Department of Mathematics
SRMIST
October 23, 2022
Dr. E.Suresh - SRMIST 18MAB201T - TBVP October 23, 2022 1 / 66

UNIT - IV FOURIER TRANSFORMS
Contents:
Statement of Fourier integral theorem
Fourier transform Pair
Fourier sine and cosine transforms
Properties
Transforms of simple functions
Convolution theorem (excluding proof)
Parseval’s identity

FOURIER TRANSFORM (FT)
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞
INVERSE FOURIER TRANSFORM (IFT)
Z∞
1
f (x) = √ F (s) e−isx ds
2π
−∞

PERSEVAL’S IDENTITY ON FOURIER

TRANSFORM
Z∞ Z∞
|f (x)|2 dx = |F (s)|2 ds
−∞ −∞

Fourier Sine Transforms
FOURIER SINE TRANSFORM (FST)

r
2 R∞
FS (s) = FS [f (x)] = f (x) sin sx dx
π 0
INVERSE FOURIER SINE TRANSFORM (IFST)

r
2 R∞
f (x) = FS (s) sin sx ds
π 0
PARSEVAL’S IDENTITY ON FOURIER SINE TRANSFORM

R∞ 2 R∞ 2
1 |f (x)| dx = |FS (s)| ds
0 0
R∞ R∞
2 f (x) g (x) dx = FS (s) GS (s) ds
0 0

Fourier Cosine Transform Pair
FOURIER COSINE TRANSFORM (FCT)

r
2 R∞
FC (s) = FC [f (x)] = f (x) cos sx dx
π 0
INVERSE FOURIER COSINE TRANSFORM(IFCT)

r
2 R∞
f (x) = FC (s) cos sx ds
π 0
PERSEVAL’S IDENTITY ON FOURIER COSINE TRANSFORM

R∞ 2 R∞ 2
1 |f (x)| dx = |FC (s)| ds
0 0
R∞ R∞
2 f (x) g (x) dx = FC (s) GC (s) ds
0 0

Pre-requisites
Recall The Basic Trigonometric Formulas

1 − cos 2θ
1 sin2 θ = ⇒ 1 − cos θ = . . . . . .?
2
1 + cos 2θ
2 cos2 θ = ⇒ 1 + cos θ = . . . . . .?
2
3 sin 2θ = 2 sin θ cos θ ⇒ sin θ = . . . . . .?
1
4 sin A sin B = [cos (A − B) − cos (A + B)]
2
1
5 cos A cos B = [cos (A − B) + cos (A + B)]
2
1
6 sin A cos B = [sin (A + B) + sin (A − B)]
2
1
7 cos A sin B = [sin (A + B) − sin (A − B)]
2

Pre-requisites
Recall The Basic Integral Formulas

x 1
dx = log x2 + a2
R
1
x2 + a 2 2
R 1 1 −1 x

2 dx = tan
x2 + a 2 a a
R ax eax
3 e sin bx dx = 2 (a sin bx − b cos bx)
(a + b2 )
R ax eax
4 e cos bx dx = 2 (a cos bx + b sin bx)
(a + b2 )
R∞ −ax b
5 e sin bx dx = 2
0 (a + b2 )
∞
R −ax a
6 e cos bx dx = 2
0 (a + b2 )

Pre-requisites
Recall
1 ODD Function : A function f (x) is said to be an odd function if
f (−x) = −f (x)
2 EVEN Function : A function f (x) is said to be an even function if
f (−x) = f (x)
 a
Ra  2 R f (x) dx , If f (x) is Even
3 f (x) dx =
−a  0
0, If f (x) is Odd
4 Bernoulli’s Integral Formula :
uv dx = (u) (v1 ) − (u0 ) (v2 ) + (u00 ) (v3 ) − · · ·
R
udv = (u) (v) − (u0 ) (v1 ) + (u00 ) (v2 ) − (u000 ) (v3 ) + · · ·

R
Mostly, the function u is chosen to be an algebraic.

Problems on Fourier Transform
Example 1

1 , |x| ≤ a
Find the fourier transform of f (x) = . Hence deduce that
0 , |x| > a
Z∞ Z∞ 2
sin t π sin t π
(i) dt = (ii) dt =
t 2 t 2
0 0
Solution 
 0 , −∞ < x < −a
Given that f (x) = 1 , −a ≤ x ≤ a
0, a<x<∞

To Find : F (s)
We know that the FT of f (x) is given by
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞

Z−a Z∞
 
Za
1
F (s) = √  (0) eisx dx + (1) eisx dx + (0) eisx dx
2π
−∞ −a a
 a   a 
Z Z
1  1
=√ (1) eisx dx = √  (cos sx + i sin sx) dx
2π 2π
−a −a
 a 
Z Za
1 
=√ cos sx dx + i sin sx dx
2π
−a −a
Ra
Since sinsx is an ODD function, So sin sx dx = 0
−a
Za
1
F (s) = √ cos sx dx
2π
−a

Za
1
F (s) = √ × 2 cos sx dx
2π
0
a
2 sin sx
=√
2π s 0

2 sin as
F (s) = √
2π s
R∞ sin t π
Deduction - I : dt =
0 t 2
The IFT of F (s) is given by
Z∞
1
2π
−∞

Z∞
1 2 sin as
f (x) = √ √ e−isx ds
2π 2π s
−∞
Z∞
1 sin as
f (x) = e−isx ds
π s
−∞
Put x = 0 , a = 1 and s = t
Z∞
1 sin t
f (0) = e−0 dt
π t
−∞
Z∞
1 sin t
1= ×2 dt
π t
0
Z∞
sin t π
dt = .
t 2
0

R∞ sin t 2

π
Deduction - II : dt =
0 t 2 Z∞ 2 Z1
2 sin s
By Parseval’s Identity on FT ds = (1) dx
π s
R∞ 2 R∞ 2 0 0
|f (x)| dx = |F (s)| ds
−∞ −∞
Z∞ 2
2 sin s 1
ds = [x]0
Za Z∞ 2 π s
2 2 sin as 0
(1) dx = √ ds Z∞
2π s . 2 sin s
2
−a −∞ ds = 1
Z∞ 2 Za π s
4 sin as 0
ds = (1) dx
2π s Replace s by t, We get
−∞ −a
Z∞ 2 Za
2 sin as Z∞ 2
×2 ds = 2 (1) dx sin t π
π s dt = . //
0 0 t 2
0
Put a = 1

Example 2

1 , |x| ≤ 2
Find the fourier transform of f (x) = .
0 , |x| > 2
Hence deduce that
Z∞ Z∞ 2
sin t π sin t π
(i) dt = (ii) dt =
t 2 t 2
0 0
Solution 
 0 , −∞ < x < −2
Given that f (x) = 1 , −2 ≤ x ≤ 2
0, 2<x<∞

To Find : F (s)
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞

 −2
Z∞

Z Z2
1 
F (s) = √ (0) eisx dx + (1) eisx dx + (0) eisx dx
2π
−∞ −2 2
 2   2 
Z Z
1 1
= √  (1) eisx dx = √  (cos sx + i sin sx) dx
2π 2π
−2 −2
 2 
Z Z2
1 
=√ cos sx dx + i sin sx dx
2π
−2 −2
R2
Since sinsx is an odd function, So sin sx dx = 0
−2
Z2
1
F (s) = √ cos sx dx
2π
−2

Z2
1
F (s) = √ × 2 cos sx dx
2π
0
2
2 sin sx
=√
2π s
0
2 sin 2s
F (s) = √
2π s
R∞ sin t π
0 t 2

Z∞
1
2π
−∞

Z∞
1 2 sin 2s
f (x) = √ √ e−isx ds
2π 2π s
−∞
Z∞
1 sin 2s
f (x) = e−isx ds
π s
−∞
Put x = 0 , We have f (0) = 1

Z∞
1 sin 2s
f (0) = e−0 ds
π s
−∞
Z∞
1 sin 2s
1= ×2 ds
π s
0
Z∞
sin 2s π
ds = .
s 2
0

dt
Put t = 2s ⇒ dt = 2ds ⇒ ds =
2
s 0 ∞
t 0 ∞
 
Z∞
 sin t  dt π
 t  =
2 2
0
2
Z∞
sin t dt π
2× =
t 2 2
0
Z∞
sin t π
dt = .
t 2
0

R∞ sin t 2

π
0 t 2
By Parseval’s Identity on FT
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞
Z2 Z∞ 2
2 2 sin 2s
(1) dx = √ ds
2π s
−2 −∞
Z∞ 2 Z2
4 sin 2s
ds = (1) dx
2π s
−∞ −2
Z∞ 2 Z2
2 sin 2s
×2 ds = 2 (1) dx
π s
0 0

Z∞ 2 Z2 Now, We have
2 sin 2s
ds = (1) dx
π s Z∞ !2
0 0 sin t dt
=π
Z∞ 2 t/ 2
2 sin 2s 2 0
2
ds = [x]0
π s Z∞ 2
0 sin t dt
2× =π
Z∞ 2 t 2
2 sin 2s ’ 0
ds = 2
π s Z∞ 2
0 sin t dt
4 =π
Z∞ 2 t 2
sin 2s 0
ds = π.
s Z∞ 2
0 sin t π
dt = . //
Put t 2
dt 0
t = 2s ⇒ dt = 2ds ⇒ ds =
2

Example 3

a − |x| , |x| ≤ a
0 , |x| > a
Hence deduce that
Z∞ 2 Z∞ 4
sin t π sin t π
(i) dt = (ii) dt =
t 2 t 3
0 0
Solution 
 0 , −∞ < x < −a
Given that f (x) = a − |x| , −a ≤ x ≤ a
0, a<x<∞

To Find : F (s)
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞

 −a
Z∞

Z Za
1 
F (s) = √ (0) eisx dx + (a − |x|) eisx dx + (0) eisx dx
2π
−∞ −a a
 a 
Z
1
= √  (a − |x|) eisx dx
2π
−a
 a 
Z
1 
=√ (a − |x|) (cos sx + i sin sx) dx
2π
−a
 a 
Z Za
1
= √  (a − |x|) cos sx dx + i (a − |x|) sin sx dx
2π
−a −a
Ra
Since (a − |x|)sinsx is an odd function, So (a − |x|) sin sx dx = 0
−a

Za
1
F (s) = √ (a − |x|) cos sx dx
2π
−a
Za
1
= √ ×2 (a − |x|) cos sx dx
2π
0
Za
2
=√ (a − x) cos sx dx
2π
0
a
2 sin sx − cos sx
=√ (a − x) − (−1)
2π s s2 0

2 cos as 1
=√ 0− − 0− 2
2π s2 s

2 1 − cos as
F (s) = √
2π s2

 as 
2 2sin2
F (s) = √  2 
2π s2
 as 2
4 sin
F (s) = √  2 
2π s
R∞ sin t 2

π
0 t 2

Z∞
1
2π
−∞
as 2
Z∞

1 4 sin
f (x) = √ √  2  e−isx ds
2π 2π s
−∞

as 2
Z∞

4 sin
f (x) =  2  e−isx ds
2π s
−∞
Put x = 0 , a = 2 We have f (0) = 2 − |0| = 2

2
2s

Z∞ sin
4  2 
 e−0 ds
f (0) = 
2π  s 
−∞
Z∞ 2
2 sin (s)
2 − |0| = e−0 ds
π s
−∞
Z∞ 2
2 sin s
2= ×2 ds
π s
0

Z∞ 2
2 sin s
1= ds
π s
0
Z∞ 2
sin s π
ds = .
s 2
0
Replace s by t, We get
Z∞ 2
sin t π
dt = .
t 2
0
R∞ sin t 4

π
0 t 3
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞

 as 2 2
Z∞

Za sin
2  4  2
(a − |x|) dx = √  ds
 
2π s
−a −∞
as 4
Z∞

Za
16  sin 2 2
2×  ds = 2 × (a − |x|) dx
2π s
0 0
4
Z∞ sin as

Za
8  2  ds = (a − x)2 dx
π s
0 0
Put a = 2
Z∞ 4 Z2
sin (s) π 2
ds = (2 − x) dx
s 8
0 0

Z∞ 4 "
3
#2
sin s π (2 − x)
ds =
s 8 3 (−1)
0 0
Z∞ 4
sin s π h
3 3
i
ds = (2 − 2) − (2 − 0)
s 8 × (−3)
0
Z∞ 4
sin s π
ds = [−8]
s 8 × (−3)
0
Z∞ 4
sin s π
ds =
s 3
0
Replace s by t, We get
Z∞ 4
sin t π
dt = . //
t 3
0

Example 4

1 − |x| , |x| ≤ 1
0 , |x| > 1
Hence deduce that
Z∞ 2 Z∞ 4
sin t π sin t π
(i) dt = (ii) dt =
t 2 t 3
0 0
Solution 
 0 , −∞ < x < −1
Given that f (x) = 1 − |x| , −1 ≤ x ≤ 1
0, 1<x<∞

To Find : F (s)
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞

Z−1 Z∞
 
Z1
1
F (s) = √  (0) eisx dx + (1 − |x|) eisx dx + (0) eisx dx
2π
−∞ −1 1
 1 
Z
1
= √  (1 − |x|) eisx dx
2π
−1
 1 
Z
1
= √  (1 − |x|) (cos sx + i sin sx) dx
2π
−1
 1 
Z Z1
1 
=√ (1 − |x|) cos sx dx + i (1 − |x|) sin sx dx
2π
−1 −1
R1
Since (1 − |x|)sinsx is an ODD function, so (1 − |x|) sin sx dx = 0
−1

Z1
1
F (s) = √ (1 − |x|) cos sx dx
2π
−1
Z1
1
= √ ×2 (1 − |x|) cos sx dx
2π
0
Z1
2
=√ (1 − x) cos sx dx
2π
0
1
2 sin sx − cos sx
=√ (1 − x) − (−1)
2π s s2 0

2 cos s 1
=√ 0− 2 − 0− 2
2π s s

2 1 − cos s
F (s) = √
2π s2

 s
2 2sin2
F (s) = √  2 
2π s2
 s 2
4 sin
F (s) = √  2 
2π s
R∞ sin t 2

π
0 t 2

Z∞
1
2π
−∞
s 2
Z∞

1 4 sin
f (x) = √ √  2  e−isx ds
2π 2π s
−∞

s 2
Z∞

4 sin
f (x) =  2  e−isx ds
2π s
−∞
Put x = 0 , We have f (0) = 1 − |0| = 1

s 2
Z∞

4 sin
f (0) =  2  e−0 ds
2π s
−∞
s 2
Z∞

2 sin
1=  2  e−0 ds
π s
−∞
s 2
Z∞

2 sin
1=2×  2  ds
π s
0

s 2
Z∞

sin
 2  ds = π
s 4
0
Put ⇒ s = 2t , ds = 2dt
2
2t

Z∞ sin
 2dt = π
2 


 2t  4
0
Z∞ 2
sin (t) 1 π
× 2dt =
t 4 4
0
Z∞ 2
sin t π
dt = .
t 2
0

R∞ sin t 4

π
0 t 3
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞
 s 2 2
Z∞

Z1 sin
2  4  2  
(1 − |x|) dx = √  ds
2π s
−1 −∞
s 4
Z∞

Z1
16  sin 2  2
2× ds = 2 × (1 − x) dx
2π s
0 0

s 4
Z∞
 #1
sin
"
3
8  2  ds = (1 − x) We have
π s 3 (−1) 4
0
0 2t

4 Z∞ sin
Z∞ sin s  2dt = π
2 

1 
2  ds = π 0 − 1

  2t  24
s 8 (−3) 0 0
0
s 4 , Z∞ 4
Z∞

sin sin (t) 1 π
2  ds = π × 2dt =
 t 16 24
s 24 0
0
Z∞ 4
Put s = 2t ⇒ ds = 2dt sin t π
dt = . //
t 3
s 0 ∞ 0
t 0 ∞

Example 5
a2 − x2 , |x| ≤ a

0 , |x| > a
Hence deduce that
Z∞ Z∞
sin t − t cos t π sin x − x cos x x 3π
(i) 3
dt = (ii) 3
cos dx =
t 4 x 2 16
0 0
Z∞ 2
(t cos t − sin t) π
(iii) dt =
t6 15
0
Solution 
 0, −∞ < x < −a
Given that f (x) = a2 − x2 , −a ≤ x ≤ a
0, a<x<∞


To Find : F (s)

Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞
 −a
Z∞

Z Za
1 
(0) eisx dx + a2 − x2 eisx dx + (0) eisx dx

F (s) = √
2π
−∞ −a a
 a 
Z
1
a2 − x2 eisx dx

F (s) = √ 
2π
−a
 a 
Z
1
a2 − x2 (cos sx + i sin sx) dx

F (s) = √ 
2π
−a

 a 
Z Za
1 
a2 − x2 cos sx dx + i a2 − x2 sin sx dx

F (s) = √
2π
−a −a
Ra
Since (a2 − x2 ) sinsx is an ODD function, So (a2 − x2 ) sin sx dx = 0
−a
Za
1
a2 − x2 cos sx dx

F (s) = √
2π
−a
Za
1
a2 − x2 cos sx dx

= √ ×2
2π
0
a
2 sin sx − cos sx − sin sx
=√ a2 − x2 − (−2x) + (−2)
2π s s2 s3 0

2 cos as sin as
F (s) = √ 0 − 2a 2 + 2 3 − (0 − 0 − 0)
2π s s

2 sin as cos as
F (s) = √ 2 3 − 2a 2
2π s s

4 sin as a cos as
=√ −
2π s3 s2

4 sin as as cos as
=√ −
2π s3 s3

4 sin as − as cos as
F (s) = √
2π s3
R∞ (sin t − t cos t) π
Deduction - I : 3
dt =
0 t 4

Z∞
1
2π
−∞

Z∞
1 4 sin as − as cos as −isx
f (x) = √ √ e ds
2π 2π s3
−∞
Put x = 0 , a = 1 We have f (0) = 1 − 0 = 1

Z∞
4 sin s − s cos s
f (0) = e−0 ds
2π s3
−∞
Z∞
4 sin s − s cos s
1= ds
2π s3
−∞
Z∞
2 sin s − s cos s
1= ×2 ds
π s3
0
Z∞
4 sin s − s cos s
1= ds
π s3
0

Z∞
sin s − s cos s π
ds =
s3 4
0
Replace s by t , We get
Z∞
sin t − t cos t π
dt =
t3 4
0
R∞ (sin x − x cos x) x 3π

Deduction - II : 3
cos dx =
0 x 2 16
Again by using IFT of F (s)

Z∞
1
2π
−∞

Z∞
1 4 sin as − as cos as −isx
f (x) = √ √ e ds
2π 2π s3
−∞
Z∞
f (x) = (cos sx − i sin sx) ds
2π s3
−∞
 ∞
Z Z∞
2 sin as − as cos as sin as − as cos as
f (x) = cos sx ds − i sin sx d
π s3 s3
−∞ −∞

sin as − as cos as
Since sinsx is an ODD function, So
s3
R∞ sin as − as cos as

sin sx ds = 0
−∞ s3
Z∞
f (x) = cos sx ds
π s3
−∞

Z∞
f (x) = × 2 cos sx ds
π s3
0
1 1 1 1 3
Put x = , a = 1 , We have f ( ) = 12 − ( )2 = 1 − =
2 2 2 4 4
Z∞
1 4 sin s − s cos s s
f = 3
cos ds
2 π s 2
0
Z∞
3 4 sin s − s cos s s
= cos ds
4 π s3 2
0
Z∞
sin s − s cos s s 3π
cos ds =
s3 2 16
0
Replace s by x , We get
Z∞
sin x − x cos x x 3π
cos dx =
x3 2 16
0
R∞ (t cos t − sin t)2 π
Deduction - III : 6
dt =
0 t 15
By Parseval’s Identity on FT :
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞
Za Z∞ 2
2 4 sin as − as cos as
a2 − x2 dx = √ ds
2π s3
−a −∞
Put a = 1
Z1 Z∞ 2
2 2
16 sin s − s cos s
1−x dx = ds
2π s3
−1 −∞
Z∞ 2 Z1
16 sin s − s cos s 2
×2 3
ds = 2 × 1 − x2 dx
2π s
0 0

Z∞ 2 Z1
8 sin s − s cos s Z∞
1 − 2x2 + x4 dx

ds = 2
(sin s − s cos s) π 8
π s3 ds = ×
0 0 s6 8 15
Z∞ 2 1 0
x3 x4

sin s − s cos s π Z∞
ds = x−2 + 2
(sin s − s cos s) π
s3 8 3 5 0 ds =
0 s6 15
Z∞ 2 0
(sin s − s cos s) π 2 1
ds = 1− + Replace s by x , We get
s6 8 3 5
0
Z∞ 2 Z∞ 2
(sin s − s cos s) π 15 − 10 + 3 (sin t − t cos t) π
ds = dt = //
s6 8 3 t6 15
0 0

Example 6
1 − x2 , |x| ≤ 1

0 , |x| > 1
Hence deduce that
Z∞ Z∞ 2
sin t − t cos t π (t cos t − sin t) π
(i) 3
dt = (ii) 6
dt =
t 4 t 15
0 0
Solution 
 0 , −∞ < x < −1
Given that f (x) = 1 − x2 , −1 ≤ x ≤ 1
0 ,1 < x < ∞


To Find : F (s)

Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞
Z−1 Z∞
 
Z1
1
(0) eisx dx + 1 − x eisx dx +
2
(0) eisx dx

F (s) = √ 
2π
−∞ −1 1
 1 
Z
1 
1 − x2 eisx dx

F (s) = √
2π
−1
 1 
Z
1 
1 − x2 (cos sx + i sin sx) dx

F (s) = √
2π
−1

 
Z1 Z1
1 2
2

F (s) = √  1−x cos sx dx + i 1−x sin sx dx
2π
−1 −1
R1
Since (1 − x2 ) sinsx is an ODD function, So (1 − x2 ) sin sx dx = 0
−1
Z1
1
1 − x2 cos sx dx

F (s) = √
2π
−1
Z1
1
1 − x2 cos sx dx

= √ ×2
2π
0
1
2 sin sx − cos sx − sin sx
=√ 1 − x2 − (−2x) + (−2)
2π s s2 s3 0

2 cos s sin s
F (s) = √ 0 −2 2 +2 3 − (0 − 0 − 0)
2π s s

2 sin s cos s
F (s) = √ 2 3 −2 2
2π s s

4 sin s cos s
=√ − 2
2π s3 s

4 sin s s cos s
=√ −
2π s3 s3

4 sin s − s cos s
F (s) = √
2π s3
R∞ (sin t − t cos t) π
Deduction - I : 3
dt =
0 t 4

Z∞
1
2π
−∞

Z∞
1 4 sin s − s cos s −isx
f (x) = √ √ e ds Z∞
2π 2π s3 4 sin s − s cos s

−∞ 1= ds
π s3
Put x = 0 , We have f (0) = 1 − 0 = 1 0
Z∞
Z∞ sin s − s cos s π
4 sin s − s cos s
ds =
f (0) = e −0
ds s3 4
,
2π s3 0
−∞
Z∞ Replace s by t , We get
4 sin s − s cos s
1= ds
2π s3 Z∞
−∞ sin t − t cos t π
dt =
Z∞ t3 4
1= ×2 ds
π s3
0

R∞ (t cos t − sin t)2 π
Deduction - II : 6
dt =
0 t 15
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞
Z1 Z∞ 2
2 2
4 sin s − s cos s
1−x dx = √ ds
2π s3
−1 −∞
Z1 Z∞ 2
2 2
16 sin s − s cos s
1−x dx = ds
2π s3
−1 −∞
Z∞ 2 Z1
×2 ds = 2 × 1 − x2 dx
2π s3
0 0

Z∞ 2 Z1
8 sin s − s cos s Z∞
1 − 2x2 + x4 dx

ds = (s cos s − sin s)
2
π 8
π s3 ds = ×
0 0 s6 8 15
Z∞ 2 1 0
x3 x4

sin s − s cos s π Z∞
ds = x−2 + (s cos s − sin s)
2
π
s3 8 3 5 0 ds =
0 s6 15
Z∞ 2 0
(sin s − s cos s) π 2 1
ds = 1− + Replace s by x , We get
s6 8 3 5
0
Z∞ 2 Z∞ 2
(sin s − s cos s) π 15 − 10 + 3 (t cos t − sin t) π
ds = dt = . //
s6 8 3 t6 15
0 0

Example 7
Find the fourier transform of e−a|x| , a > 0. Hence deduce that
Z∞ Z∞
cos mx π −m 1 π
(i) dx = e (ii) 2 dx = 4a3
x2 + 1 2 2 2
(x + a )
0 0
h i
(iii) Also f ind F xe−a|x|
Solution
Given that f (x) = e−a|x| , −∞ < x < ∞ , a > 0
The Fourier Transform of f (x) is

Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞
Z∞
1
F (s) = √ e−a|x| eisx dx
2π
−∞

Z∞
1
F (s) = √ e−a|x| (cos sx + i sin sx) dx
2π
−∞
 ∞
Z∞

Z
1 
F (s) = √ e−a|x| cos sx dx + i e−a|x| sin sx dx
2π
−∞ −∞
R∞
Since e−a|x| sin sx is an ODD function, So e−a|x| sin sx dx = 0
−∞
Z∞
1
F (s) = √ e−a|x| cos sx dx
2π
−∞
Z∞
1
F (s) = √ × 2 e−a|x| cos sx dx
2π
0

Z∞
2
F (s) = √ e−ax cos sx dx
2π
0

2 a
F (s) = √
2π s + a2
2
R∞ cos mx π
Deduction I : 2
dx = e−|m|
0 x +1 2
By Inverse Fourier Transform (IFT)

Z∞
1
2π
−∞
Z∞
−a|x| 1 2 a
e =√ √ e−isx ds
2π 2π s + a2
2
−∞

Z∞
−a|x| 2a 1
e = (cos sx − i sin sx) ds
2π s2 + a2
−∞
 ∞
Z∞

Z
a 1 1
e−a|x| = cos sx ds − i sin sx ds
π s2 + a2 s2 + a2
−∞ −∞
Z∞
a 1
e−a|x| = cos sx ds
π s2 + a2
−∞
Z∞
−a|x| a cos sx
e = ×2 ds
π s2 + a2
0
Z∞
cos sx π −a|x|
ds = e
s2 + a2 2a
0

Z∞
cos sx π −a|x|
ds = e
s2 + a2 2a
0
Put a = 1 and replace s by x and x by m , We get
Z∞
cos mx π
2
dx = e−|m|
x +1 2
0
R∞ 1 π
Deduction II : 2 dx =
0 (x2 + a2 ) 4a3
By Paeseval’s Identity on FT
Z∞ Z∞
2 2
|f (x)| dx = |F (s)| ds
−∞ −∞

Z∞ 2 Z∞ 2 Z∞
−a|x| 2 a 1 −π −∞
e dx = √ ds ds = e − e−0

2π s2 + a2 (s2 + a2 )
2 4a3
−∞ −∞ 0
Z∞ Z∞ 2 Z∞
4 a ds −π
2× e−2a|x| dx = ×2 ds = [0 − 1]
2π s2 + a2 (s2 + a2 )
2 4a3
0 0 0
Z∞ Z∞ Z∞
2a2 1 ds π
e−2ax dx = 2 ds =
π (s2 + a2 ) (s2 + a2 )
2 4a3
0 0 0
Z∞ Z∞
1 π Replace s by x , We get
2 ds = e−2ax dx
(s2 + a2 ) 2a2
0 0
Z∞
Z∞ −2ax ∞
dx π
1 π e 2 =
2 ds = 2a2 (x2 + a2 ) 4a3
2 2
(s + a ) −2a 0 0
0

F xe−a|x|

(iii) To Find :
Using the property of FT

n
nd F (s)
F [xn f (x)] = (−i) −2i d a
dsn F [xf (x)] = √
2π ds s2 + a2
!
When n = 1 −2ai −1
, = √ 2 × 2s
dF (s) 2π (s2 + a2 )
⇒ F [xf (x)] = (−i)
ds !
h i d −a|x|
h
−a|x|
i 4i as
⇒ F xe −a|x|
= −i F e F xe =√ 2 //
ds 2π (s2 + a2 )

d 2 a
= −i √
ds 2π s2 + a2

Definition
Self - Reciprocal Function

A function f (x) is said to be self - reciprocal under fourier transform, if
F [f (x)] = f (s).
A function f (x) is said to be self - reciprocal under fourier sine transform,

if FS [f (x)] = f (s).
A function f (x) is said to be self - reciprocal under fourier cosine

transform, if FC [f (x)] = f (s).

Example 8
2 2 x2
Find the fourier transform of e−a x and hence deduce that e− 2 is self -
reciprocal under fourier transform. (Or)
x2
Show that e− 2 is self - reciprocal under fourier transform.
Solution
2 2
Given that f (x) = e−a x
The Fourier Transform of f (x) is given by
Z∞
1
F (s) = F [f (x)] = √ f (x) eisx dx
2π
−∞
Z∞
h
−a2 x2
i 1 2 2
F e =√ e−a x eisx dx
2π
−∞
Z∞
h
−a2 x2
i 1 2 2
F e =√ e−(a x −isx) dx
2π
−∞

2 2
N OT E : (A − B) = A2 + B 2 − 2AB ⇒ A2 − 2AB = (A − B) − B 2
isx isx is
Here A = ax and 2AB = isx ⇒ B = = =
2A 2ax 2a
2
s2

2 is
∴ (ax) − isx = ax − + 2
2a 4a
Z∞
h
−a2 x2
i 1 2
x2 −isx)
N ow F e =√ e−(a dx
2π
−∞
s2
 !2 
is
Z∞ − ax− +
1

2a 4a2
h 2 2
i
F e−a x
=√ e dx
2π
−∞
!2
Z∞ is
h 2 2
i 1 − ax− s2
∴ F e−a x
=√ e 2a e− 4a2 dx
2π
−∞

!2
s2 Z∞ − is
h i e− 4a 2 ax−
−a2 x2 2a
F e = √ e dx
2π
−∞
is
Put t = ax − , dt = a dx (in previous equation).
2a
s2
i e− 4a Z∞
2 2 dt
h
−a2 x2
F e = √ e−t
2π a
−∞
s2 Z∞
h
−a2 x2
i e− 4a2 2
F e = √ e−t dt
a × 2π
−∞
R∞ 2 √
We know that e−t dt = π
−∞

s2
h
−a2 x2
i e− 4a2 √
∴F e = √ π
a × 2π
s2
h i e− 4a 2
−a2 x2
F e = √
a 2
1
Put x = √
2
s2
− 1
h 2
− x2
i e 4× 2 s2
F e = √ = e− 2
1
√ × 2
2
h x2 i s2
∴ F e− 2 = e− 2
x2
Hence e− 2 is Self - reciprocal under FT. //

UNIT - IV Fourier Transforms

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18MAB201T - TRANSFORMS AND BOUNDARY

October 23, 2022

Dr. E.Suresh - SRMIST 18MAB201T - TBVP October 23, 2022 1 / 66

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FOURIER TRANSFORM (FT)

INVERSE FOURIER TRANSFORM (IFT)

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PERSEVAL’S IDENTITY ON FOURIER

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FOURIER SINE TRANSFORM (FST)

INVERSE FOURIER SINE TRANSFORM (IFST)

PARSEVAL’S IDENTITY ON FOURIER SINE TRANSFORM

Dr. E.Suresh - SRMIST 18MAB201T - TBVP October 23, 2022 5 / 66

FOURIER COSINE TRANSFORM (FCT)

INVERSE FOURIER COSINE TRANSFORM(IFCT)

PERSEVAL’S IDENTITY ON FOURIER COSINE TRANSFORM

Dr. E.Suresh - SRMIST 18MAB201T - TBVP October 23, 2022 6 / 66

Recall The Basic Trigonometric Formulas

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Recall The Basic Integral Formulas

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udv = (u) (v) − (u0 ) (v1 ) + (u00 ) (v2 ) − (u000 ) (v3 ) + · · ·

Mostly, the function u is chosen to be an algebraic.

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The IFT of F (s) is given by

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Put x = 0 , We have f (0) = 1

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The IFT of F (s) is given by

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Put x = 0 , a = 2 We have f (0) = 2 − |0| = 2

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The IFT of F (s) is given by

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Put x = 0 , We have f (0) = 1 − |0| = 1

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R∞ (sin x − x cos x) x 3π