Parul University

Faculty of Engineering & Technology

Department of Applied Sciences and Humanities

1st Year B.Tech Programme

Mathematics – 2(203191152)

Unit :4 Fourier Integral

(Lecture Note)

INTRODUCTION: We have learnt Fourier series for periodic functions. There exist many
practical problems in engineering which involve non-periodic functions. We can solve such
problems on the basis of Fourier series technique by converting non-periodic functions in
terms of sine and cosine functions .This conversion will lead to the extension of Fourier
series to Fourier integral.

FOURIER INTEGRAL

Let 𝑓(𝑥) be a function which is piecewise continuous in every finite interval (−∞, ∞) and absolutely
integrable in (−∞, ∞), then Fourier integral is given by following formula.

FORMULA:

 Fourier Integral:
∞
𝑓(𝑥) = ∫0 [𝐴(𝑤)𝑐𝑜𝑠𝑤𝑥 + 𝐵(𝑤)𝑠𝑖𝑛𝑤𝑥]𝑑𝑤

1 ∞ 1 ∞
𝐴(𝑤) = 𝜋 ∫−∞ 𝑓(𝑣) cos 𝑤𝑣 𝑑𝑣 , 𝐵(𝑤) = 𝜋 ∫−∞ 𝑓(𝑣) sin 𝑤𝑣 𝑑𝑣

 Fourier Cosine Integral:

∞
𝑓(𝑥) = ∫ 𝐴(𝑤) cos 𝑤𝑥 𝑑𝑤
0

2 ∞
𝐴(𝑤) = 𝜋 ∫0 𝑓(𝑣)𝑐𝑜𝑠𝑤𝑣 𝑑𝑣
 Fourier Sine Integral:
∞
𝑓(𝑥) = ∫ 𝐵(𝑤) sin 𝑤𝑥 𝑑𝑤
0

2 ∞
𝐵(𝑤) = 𝜋 ∫0 𝑓(𝑣)𝑠𝑖𝑛𝑤𝑣 𝑑𝑣
Examples:

1.Find the Fourier integral representation of the function (Fig 01)

𝟏 𝒊𝒇 |𝒙| < 1
𝒇(𝒙) = {
𝟎 𝒊𝒇 |𝒙| > 1
∞ 𝒔𝒊𝒏 𝝀 𝒄𝒐𝒔 𝝀𝒙
Hence evaluate (1) ∫𝟎 𝒅𝝀
𝝀

∞ 𝒔𝒊𝒏 𝝀
(2) ∫𝟎 𝒅𝝀 -1 0 1
𝝀

1 ∞
Solution: 𝐴(𝜆) = ∫ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣
𝜋 −∞

1 1
= 𝜋 ∫−1 𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣

𝑠𝑖𝑛𝜆𝑣 1
` = [ ]
𝜋𝜆 −1

2𝑠𝑖𝑛𝜆𝑣
= 𝜋𝜆

1 ∞
𝐵(𝜆) = ∫ 𝑓(𝑣)𝑠𝑖𝑛 𝜆𝑣 𝑑𝑣
𝜋 −∞

1 1
= 𝜋 ∫−1 𝑠𝑖𝑛 𝜆𝑣𝑑𝑣

` = 0
∞ 2 cos 𝜆𝑋 sin 𝜆
𝑓(𝑥) = ∫0 … … … … … … … … . (1)
𝜋𝜆

The average of the left and right hand limits of 𝑓(𝑥)𝑎𝑡 𝑥 = 1 is equal to
(1+0) 1
𝑡ℎ𝑎𝑡 𝑖𝑠
2, 2

∴From (1) and Fourier Integral Theorem, we obtain

𝜋
𝑖𝑓 𝑜 ≤ 𝑥 < 1
2
∞ cos 𝜆𝑋 sin 𝜆 𝜋
∫0 𝑑𝜆 = { 𝑖𝑓 𝑥 = 1
𝜆 4
0 𝑖𝑓 𝑥 > 1

Let us consider the case 𝑥 = 0 which is of particular interest. If 𝑥 = 0 𝑡ℎ𝑒𝑛,

∞ sin 𝜆 𝜋
∫0 𝑑𝜆 =
𝜆 2

2. Using the Fourier integral representation prove that

𝟎 𝒊𝒇 𝒙 < 0
∞ 𝐜𝐨𝐬 𝝀𝑿+ 𝝀𝐬𝐢𝐧 𝝀𝑿 𝝅
∫𝟎 𝒅𝝀 = { 𝟐 𝒊𝒇 𝒙 = 𝟎
𝟏+ 𝝀𝟐
𝝅𝒆−𝑿 𝒊𝒇 𝒙 > 0
Solution:

0 𝑖𝑓 𝑥 < 0
Let 𝑓(𝑥) = { −𝑋
𝑒 𝑖𝑓 𝑥 > 0
𝑓(0−0)+𝑓(0+0) 0+1 1
At, 𝑥 = 0, 𝑓(0) = = =
2 2 2

∞
𝑓(𝑥) = ∫ [𝐴(𝜆)𝑐𝑜𝑠𝜆𝑥 + 𝐵(𝜆) sin 𝜆𝑥]𝑑𝜆
0

1 ∞ 0 ∞
𝐴(𝜆) = ∫ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 = [∫−∞ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 + ∫0 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣]
𝜋 −∞

1 ∞ 0
= ∫0 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 [(∫−∞ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑉 𝑑𝑉 = 0)]
𝜋

1 ∞ −𝑉
= ∫ 𝑒 𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣
𝜋 0

∞
1 𝑒 −𝑉
= [ (−𝑐𝑜𝑠 𝜆𝑣 + 𝜆 𝑠𝑖𝑛 𝜆𝑣)]
𝜋 1+𝜆2 0

1
= 𝜋(1+𝜆2 )

1 ∞
𝐵(𝜆) = ∫ 𝑓(𝑣)𝑠𝑖𝑛 𝜆𝑣 𝑑𝑣
𝜋 0
1 ∞ −𝑉
= ∫ 𝑒 𝑠𝑖𝑛 𝜆𝑣 𝑑𝑣
𝜋 0

∞
1 𝑒 −𝑉
= 𝜋 [1+𝜆2 (−𝑠𝑖𝑛 𝜆𝑣 − 𝜆 𝑐𝑜𝑠 𝜆𝑣)]
0

𝜆
= 𝜋(1+𝜆2 )

Hence,

1 ∞ cos 𝜆𝑥 + 𝜆sin 𝜆𝑥
𝐹(𝑥) = ∫ 𝑑𝜆 … … … … . . (1)
𝜋 0 1 + 𝜆2

0 𝑖𝑓 𝑥 < 0
1 ∞ cos 𝜆𝑋+ 𝜆sin 𝜆𝑋 𝜋
∴ ∫ 𝑑𝜆 = 𝑓(𝑥) = { 2 𝑖𝑓 𝑥 = 0
𝜋 0 1+ 𝜆2
𝜋𝑒 −𝑋 𝑖𝑓 𝑥 > 0

0 𝑖𝑓 𝑥 < 0
1 ∞ cos 𝜆𝑋+ 𝜆sin 𝜆𝑋 𝜋
∴ ∫ 𝑑𝜆 = { 2 𝑖𝑓 𝑥 = 0
𝜋 0 1+ 𝜆2
𝜋𝑒 −𝑋 𝑖𝑓 𝑥 > 0

To find 𝑓(0) directly put 𝑥 = 0 in (1)

 1 ∞ 1 1 1 𝜋 1
𝑓(0) = ∫ 𝑑𝜆 = [tan−1 𝜆]∞
0 = ( )=
𝜋 0 1+ 𝜆2 𝜋 𝜋 2 2

3. Using Fourier integral show that,

∞ 𝝅
𝟏 − 𝐜𝐨𝐬 𝝅𝝀 𝒊𝒇 𝟎 < 𝑥 < 𝜋
∫ 𝐬𝐢𝐧 𝒙𝝀 𝒅𝝀 = { 𝟐
𝟎 𝝀 𝟎 𝒊𝒇 𝒙 > 𝜋

OR

∞ 𝝅
𝟏 − 𝐜𝐨𝐬 𝝅𝒘 𝒊𝒇 𝟎 < 𝑥 < 𝜋
∫ 𝐬𝐢𝐧 𝒙𝒘 𝒅𝒘 = { 𝟐
𝟎 𝒘 𝟎 𝒊𝒇 𝒙 > 𝜋

Solution: We have to obtain sine integral

∞
i.e 𝑓(𝑥) = ∫0 𝐵(𝜆) sin𝜆 𝑥 𝑑𝜆

2 ∞
𝑤ℎ𝑒𝑟𝑒 𝐵(𝜆) = 𝜋 ∫0 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣

2 𝜋𝝅 ∞
= 𝜋 [∫0 sin 𝜆𝑣 𝑑𝑣 + ∫𝜋 0. sin 𝜆𝑣 𝑑𝑣 ]+
𝟐

∞ 1−cos 𝜆𝜋
𝑓(𝑥) = ∫0 sin 𝜆𝑥 𝑑𝜆
𝜆

𝜋
∞ 1−cos 𝜆𝜋 𝑖𝑓 0 < 𝑥 < 𝜋
∴ ∫0 sin 𝜆𝑋 𝑑𝜆 = 𝑓(𝑥) = { 2
𝜆 0 𝑖𝑓 𝑥 > 𝜋

4. Find the Fourier cosine and sine integral of 𝒇(𝒙) = 𝒆−𝒌𝒙 (𝒙 > 0, 𝑘 > 0)

Solution:
2 ∞
(a) 𝐴(𝜆) = ∫ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣
𝜋 0

2 ∞
= 𝜋 ∫0 𝑒 −𝑘𝑣 𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣

∞
2 𝑒 −𝑘𝑣 𝜆
= 𝜋 [𝑘 2 +𝜆2 (− 𝑘 sin 𝜆𝑣 + cos 𝜆𝑣)]
0

2 𝑘
= 𝜋 [0 + ]
𝑘 2 +𝜆2

2𝑘
= 𝜋(𝑘 2 +𝜆2 )

∞
i.e. 𝑓(𝑥) = ∫0 𝐴( 𝜆) cos 𝜆𝑥 𝑑𝜆
 We obtain the Fourier cosine integral representation
2𝑘 ∞ cos 𝜆𝑋
𝑓(𝑥) = 𝑒 −𝑘𝑥 = ∫0 (𝑥 > 0, 𝑘 > 0)
𝜋 𝑘 2 +𝜆2

From this, we see that

∞ cos 𝜆𝑋 𝜋
∫0 𝑑𝜆 = 𝑒 −𝑘𝑥 (𝑥 > 0, 𝑘 > 0) … … … … … … … … … . (1)
𝑘 2 +𝜆2 2𝑘

(b) Similarly, we have

2 ∞
𝐵(𝜆) = ∫ 𝑓(𝑣)𝑠𝑖𝑛 𝜆𝑣 𝑑𝑣
𝜋 0

2 ∞
= ∫ 𝑒 −𝑘𝑣 𝑠𝑖𝑛 𝜆𝑣 𝑑𝑣
𝜋 0

2 −𝜆 𝑘 ∞
= 𝜋 [𝑘 2 +𝜆2 𝑒 −𝑘𝑉 (− 𝜆 sin 𝜆𝑣 + cos 𝜆𝑣)]
0

2𝜆
𝐵(𝜆) = 𝜋(𝑘 2 +𝜆2 )

We obtain the Fourier sine integral representation

∞
i.e. 𝑓(𝑥) = ∫0 𝐵(𝜆) sin 𝜆𝑥 𝑑𝜆

2 ∞ 𝜆 sin 𝜆𝑋
𝑓(𝑥) = 𝑒 −𝑘𝑋 = 𝜋 ∫0 𝑑𝜆
𝑘 2 +𝜆2

∞ 𝜆 sin 𝜆𝑋 𝜋
∴ ∫0 𝑑𝜆 = 𝑒 −𝑘𝑥 (𝑥 > 0, 𝑘 > 0)
𝑘 2 +𝜆2 2

5. Find the Fourier integral representation of the function

𝟐 , 𝒊𝒇 |𝒙| < 2
𝒇(𝒙) = {
𝟎 , 𝒊𝒇 |𝒙| > 2

Solution : Here,

𝟐 , 𝒊𝒇 |𝒙| < 2
𝒇(𝒙) = {
𝟎 , 𝒊𝒇 |𝒙| > 2

𝟐 , 𝒊𝒇 |−𝒙| < 2
𝒇(𝒙) = {
𝟎 , 𝒊𝒇 |−𝒙| > 2

∴ 𝒇(−𝒙) = 𝒇(𝒙)

∴ 𝒇 𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 .

∴ Fourier integral reduces to Fourier cosine integral of 𝒇(𝒙)

∞
i.e 𝒇(𝒙) = ∫0 𝐴( 𝜆) cos 𝜆𝑥 𝑑𝜆
 1 ∞
𝐴(𝜆) = ∫ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 = 𝐴(𝜆)
𝜋 −∞
2 ∞
= ∫ 𝑓(𝑣)𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 (𝑓(𝑥)𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)
𝜋 0

2 2 ∞
= 𝜋 [∫0 2𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 + ∫2 0𝑐𝑜𝑠 𝜆𝑣 𝑑𝑣 ]

4 sin 2𝜆
=𝜋 [ − 0]
𝜆

4 sin 2𝜆
∴ 𝐴(𝜆) =
𝜋 𝜆
∞
Now, 𝑓(𝑥) = ∫0 𝐴( 𝜆) cos 𝜆𝑥 𝑑𝜆

∞ 4 sin 2𝜆
𝑓(𝑥) = ∫0 cos 𝜆𝑥 𝑑𝜆
𝜋 𝜆