Fourier Integral

Fourier Integral Theorem Fourier Cosine & Sine Integrals Examples Fourier Transform
Fourier Integrals and Transforms

N. B. Vyas
Department of Mathematics Atmiya Institute of Technology
November 27, 2009
N. B. Vyas
Fourier Integral Theorem Let f (x ) and f (x ) be piecewise continuous in every nite interval.
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Suppose
f (x )dx converges in (, ) then
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Suppose

f (x )dx converges in (, ) then [ A() Cos x + B () Sinx ] d where

0
f (x ) =
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Suppose


0
f (x ) = 1 A() =
f (v ) Cos v
dv
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Suppose


0
f (x ) = 1 A() = 1 B () =
f (v ) Cos v

dv dv
f (v ) Sinv
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Ex. Find the fourier integral representation of the function f (x ) = 1 if 1 x 1 = 0 if otherwise Hence evaluate
(i)
0
SinCos x d Sin d
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(ii)
0
Solution: We have 1 A() = f (v ) Cos v
dv
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Solution: We have 1 A() = f (v ) Cos v 1 1 = Cos v dv 1
dv
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Solution: We have 1 A() = f (v ) Cos v 1 1 = Cos v dv 1 = 2 Sinv
dv
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B () =
f (v ) Sinv
dv
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B () =
1 1 =
f (v ) Sinv
1
dv
Sinv
1
dv = 0
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B () =
1 1 =
f (v ) Sinv
1
dv
Sinv
1
dv = 0
f (x )
=
0
[ A() Cos x + B () Sinx ] d
N. B. Vyas
B () =
1 1 =
f (v ) Sinv
1
dv
Sinv
1
dv = 0
f (x )
=
0
[ A() Cos x + B () Sinx ] d 2 Sin Cos x d
=
0
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B () =
1 1 =
f (v ) Sinv
1
dv
Sinv
1
dv = 0
f (x )
=
0
[ A() Cos x + B () Sinx ] d 2 Sin Cos x d

0
=
0
f (x )
2 =
Sin Cos x
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now f (x ) = 1 if x < 1
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now f (x ) = 1 if x < 1 The average of the left and right hand limits of f (x ) 1+0 1 at x = 1 is equal to = 2 2
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now f (x ) = 1 if x < 1 The average of the left and right hand limits of f (x ) 1+0 1 at x = 1 is equal to = 2 2 also f (x ) = 0 for x > 1
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now f (x ) = 1 if x < 1 The average of the left and right hand limits of f (x ) 1+0 1 at x = 1 is equal to = 2 2 also f (x ) = 0 for x > 1 Therefore
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now f (x ) = 1 if x < 1 The average of the left and right hand limits of f (x ) 1+0 1 at x = 1 is equal to = 2 2 also f (x ) = 0 for x > 1 Therefore Sin Cos x d = if 0 1 2 0 = if x = 1 4
= 0 if x > 1
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let us consider the case x = 0.
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let us consider the case x = 0. Sin If x = 0 then d = 2 0
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Fourier Cosine Integral Fourier Sine Integral
Fourier Cosine Integral
If f (x ) is even function then B () = 0 and 2 f (v )Cos v dv A() = 0
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If f (x ) is even function then B () = 0 and 2 f (v )Cos v dv A() = 0 The fourier integral reduces to Fourier Cosine Integral
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f (x ) =
0
A()Cos x d
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f (x ) =
0
A()Cos x d
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Fourier Sine Integral
If f (x ) is odd function then A() = 0 and 2 f (v )Sinv dv B () = 0
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If f (x ) is odd function then A() = 0 and 2 f (v )Sinv dv B () = 0 The fourier integral reduces to Fourier Sine Integral
N. B. Vyas
If f (x ) is odd function then A() = 0 and 2 f (v )Sinv dv B () = 0 The fourier integral reduces to Fourier Sine Integral
f (x ) =
0
B ()Sinx d
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Ex. Find the Fourier Cosine and Sine integral of f (x ) = e kx (x > 0, k > 0)
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Solution: We have 2 A() = f (v )Cos v dv 0
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Solution: We have 2 A() = f (v )Cos v dv 0 2 kv = e Cos v dv 0
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Solution: We have 2 A() = f (v )Cos v dv 0 2 kv = e Cos v dv 0 2 e kv = (k Cos v + Sinv ) k 2 + 2

0
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Solution: We have 2 A() = f (v )Cos v dv 0 2 kv = e Cos v dv 0 2 e kv = (k Cos v + Sinv ) k 2 + 2 A() = 2 k k 2 + 2

0
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Solution: We have 2 A() = f (v )Cos v dv 0 2 kv = e Cos v dv 0 2 e kv = (k Cos v + Sinv ) k 2 + 2 2 k k 2 + 2 FourierCosineintegral A() =

f (x ) =
0
A()Cos x d
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f (x ) =
0
A()Cos x d
0
kx
2k =
Cos x d k 2 + 2
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f (x ) =
0
A()Cos x d
0
kx
2k =
Cos x d k 2 + 2
From this we see that
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f (x ) =
0
A()Cos x d
0
kx
2k =
Cos x d k 2 + 2
From this we see that

0
kx Cos x d = e k 2 + 2 2k
(x > 0, k > 0) (1)
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Now Fourier Sine Integral
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Now Fourier Sine Integral 2 B () = f (v )Sinv dv 0
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Now Fourier Sine Integral 2 B () = f (v )Sinv dv 0 2 kv = e Sinv dv 0
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Now Fourier Sine Integral 2 B () = f (v )Sinv dv 0 2 kv = e Sinv dv 0 2 e kv = (k Sinv Cos v ) k 2 + 2

0
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Now Fourier Sine Integral 2 B () = f (v )Sinv dv 0 2 kv = e Sinv dv 0 2 e kv = (k Sinv Cos v ) k 2 + 2 2 B () = 2 (k + 2 )

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We have
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We have
f (x ) =
0
B ()Sinx d
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We have
f (x ) =
0
B ()Sinx d
kx
f (x ) = e
2 =
Sinx d k 2 + 2
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We have
f (x ) =
0 kx
B ()Sinx d
2 Sinx f (x ) = e = d 0 k 2 + 2 Sinx d = e kx (x > 0, k > 0) (2) 2 2 k + 2 0
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We have
f (x ) =
0 kx
B ()Sinx d
2 Sinx f (x ) = e = d 0 k 2 + 2 Sinx d = e kx (x > 0, k > 0) (2) 2 2 k + 2 0 The integrals (1) & (2) are called Laplaces Integrals
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Ex. Find the Fourier Sine Integral of f (x ) = if 0 < x < 2 = 0 if x >
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2 B () =
f (v )Sinv dv
0
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2 B () = f (v )Sinv dv 0 2 = f (v )Sinv dv + f (v )Sinv dv 0
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2 B () = f (v )Sinv dv 0 2 = f (v )Sinv dv + f (v )Sinv dv 0 2 =

0
Sinv dv 2
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0
Sinv dv 2
0
Cos v =
N. B. Vyas

0
Sinv dv 2
Cos v = 0 Cos + 1 1 Cos = B () =


0
Sinv dv 2
Cos v = 0 Cos + 1 1 Cos = B () =

Now f (x ) =
0
B ()Sinx d
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Now f (x ) =
0
B ()Sinx d 1 Cos Sinx d
f (x ) =
0
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Now f (x ) =
0
f (x ) =
0 0
1 Cos Sinx d = f (x )
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Now f (x ) =
0
f (x ) =
0 0 0
1 Cos Sinx d = f (x ) 1 Cos Sinx d = if 0 < x < 2
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Now f (x ) =
0
f (x ) =
0 0 0
1 Cos Sinx d = f (x ) 1 Cos Sinx d = if 0 < x < 2 = 0 if x >
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Ex. Express the function
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Ex. Express the function f (x ) = e kx when x < 0
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Ex. Express the function f (x ) = e kx when x < 0 = e kx when x > 0 as a Fourier Integral and hence show that
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Ex. Express the function f (x ) = e kx when x < 0 = e kx when x > 0 as a Fourier Integral and hence show that
0
kx Cos x = e if x > 0 ,k > 0 2 + k 2 2k
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Solution: Here f (x ) is an even function.
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Solution: Here f (x ) is an even function. The fourier integral reduces to fourier cosine integral where B () = 0
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f (x ) =
0
A()Cos x d
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f (x ) =
0
A()Cos x d
1 Now A() =
f (v )Cos v dv
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f (x ) =
0
A()Cos x d
1 Now A() = f (v )Cos v dv 2 A() = f (v )Cos v dv 0

Fourier Transform & Inverse Fourier Transform
F (s ) =
f (t ) e ist d (t ) -(1)
1 f (x ) = 2
F (s ) e isx ds -(2)
The function F (s ) dened by equation (1) is called Fourier Transform of f (x ) and function f (x ) given by (2) is called Inverse Fourier Transform.
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Fourier Sine Transform & Inverse Fourier Sine Transform
Fs (s ) =
0
f (t ) Sinst d (t ) -(1)
1 f (x ) = 2
F (s ) Sinsx ds -(2)
0
The function Fs (s ) dened by equation (1) is called Fourier Sine Transform of f (x ) in 0 < x < and function f (x ) given by (2) is called Inverse Fourier Sine Transform.
Fourier Cosine Transform & Inverse Fourier Cosine Transform
Fc (s ) =
0
f (t ) Cosst d (t ) -(1)
1 f (x ) = 2
Fc (s ) Cossx ds -(2)
0
The function Fc (s ) dened by equation (1) is called Fourier Cosine Transform of f (x ) in 0 < x < and function f (x ) given by (2) is called Inverse Fourier Cosine Transform.
Find the Fourier transform of f (x ) where f (x ) = 1 , |x | < a = 0 , |x | > a
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Solution: The fourier transform of f (x ) is
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F (s ) =
f (t ) e ist d (t )
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F (s ) =
a
f (t ) e ist d (t )
ist
=
a
1e
e ist d (t ) = is
a a
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F (s ) =
a
f (t ) e ist d (t )
ist
=
a
1e
e ist d (t ) = is
a a
1 ias [e e ias ] is
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F (s ) =
a
f (t ) e ist d (t )
ist
=
a
1e
e ist d (t ) = is
a a
1 ias [e e ias ] is 2 e ias e ias = s 2i =
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F (s ) =
a
f (t ) e ist d (t )
ist
=
a
1e
e ist d (t ) = is
a a
1 ias [e e ias ] is 2 e ias e ias = s 2i 2 Sinas = s =

F (s ) =
a
f (t ) e ist d (t )
ist
=
a
1e
e ist d (t ) = is
a a
1 ias [e e ias ] is 2 e ias e ias = s 2i 2 Sinas = s =

Ex. Find the Fourier transform of f (x ) where f (x ) = 1 x 2 , |x | < 1 = 0 , |x | > 1
and hence evaluate

0
x Cosx Sinx x3
x Cos dx 2
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Ex. Fourier Sine transform of f (x ) =
1 x
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e ax Ex. Find the fourier sine transform of f (x ) = x
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Ex. Find fourier cosine transform f (x ) = e a|x | and hence nd Cossx ds s 2 + a2 0
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Fourier Integral

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Fourier Integral

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Fourier Integral Theorem Fourier Cosine & Sine Integrals Examples Fourier Transform

Fourier Integrals and Transforms

November 27, 2009

Fourier Integrals and Transforms

Fourier Integrals and Transforms

f (x )dx converges in (, ) then

Fourier Integrals and Transforms

f (x )dx converges in (, ) then [ A() Cos x + B () Sinx ] d where

Fourier Integrals and Transforms

f (x )dx converges in (, ) then [ A() Cos x + B () Sinx ] d where

Fourier Integrals and Transforms

f (x )dx converges in (, ) then [ A() Cos x + B () Sinx ] d where

Fourier Integrals and Transforms

Solution: We have 1 A() = f (v ) Cos v

Fourier Integrals and Transforms

Solution: We have 1 A() = f (v ) Cos v 1 1 = Cos v dv 1

Fourier Integrals and Transforms

Solution: We have 1 A() = f (v ) Cos v 1 1 = Cos v dv 1 = 2 Sinv

Fourier Integrals and Transforms

Fourier Integrals and Transforms

Fourier Integrals and Transforms

[ A() Cos x + B () Sinx ] d

Fourier Integrals and Transforms

[ A() Cos x + B () Sinx ] d 2 Sin Cos x d

Fourier Integrals and Transforms

[ A() Cos x + B () Sinx ] d 2 Sin Cos x d

Fourier Integrals and Transforms

Fourier Integrals and Transforms

Fourier Integrals and Transforms

Fourier Integrals and Transforms

Fourier Integrals and Transforms

let us consider the case x = 0.

Fourier Integrals and Transforms

let us consider the case x = 0. Sin If x = 0 then d = 2 0

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Cosine Integral

If f (x ) is even function then B () = 0 and 2 f (v )Cos v dv A() = 0

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Cosine Integral

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Cosine Integral

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Cosine Integral

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Sine Integral

If f (x ) is odd function then A() = 0 and 2 f (v )Sinv dv B () = 0

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Sine Integral

Fourier Integrals and Transforms

Fourier Cosine Integral Fourier Sine Integral

Fourier Sine Integral

Fourier Integrals and Transforms

Fourier Integrals and Transforms

Solution: We have 2 A() = f (v )Cos v dv 0

Fourier Integrals and Transforms

Solution: We have 2 A() = f (v )Cos v dv 0 2 kv = e Cos v dv 0

Fourier Integrals and Transforms