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You are on page 1of 6

Mark Reeder

February 6, 2012

1 Fourier transform of e

−(x/a)

2

The (complex) Fourier transform F[f] of a function f(x) is deﬁned by

1

√

2π

_

∞

−∞

f(x)e

−iωx

dx.

Our ﬁrst aim here is to derive the Fourier transform

F

_

e

−(x/a)

2

_

=

a

√

2

· e

−(aω/2)

2

, (1)

where a > 0 is a constant. Regard this transform as a function of ω:

F(ω) =

1

√

2π

_

∞

−∞

e

−(x/a)

2

· e

−iωx

dx,

and diﬀerentiate:

d

dω

F(ω) =

1

√

2π

·

1

−i

_

∞

−∞

xe

−(x/a)

2

· e

−iωx

dx,

and now integrate by parts, with

u = e

−iωx

, dv = xe

−(x/a)

2

, du = −iωe

−iωx

, v = −(a

2

/2)e

−(x/a)

2

,

to get

d

dω

F(ω) =

1

√

2π

·

−a

2

2

·

_

∞

−∞

e

−(x/a)

2

· e

−iωx

dx =

−a

2

2

· F(ω).

Solving this diﬀerential equation for F(ω) we get

F(ω) = F(0) · e

−(aω/2)

2

.

So it remains to determine F(0). This is essentially the Gaussian integral:

F(0) =

1

√

2π

_

∞

−∞

e

−(x/a)

2

dx,

which can be computed as follows. The trick is to compute the square of F(0) and use polar coordinates:

F(0)

2

=

_

1

√

2π

_

∞

−∞

e

−(x/a)

2

dx

_

2

=

1

2π

_

∞

−∞

_

∞

−∞

e

−(x/a)

2

· e

−(y/a)

2

dx dy =

1

2π

_

2π

0

_

∞

0

e

−(r/a)

2

r dr dθ =

1

2π

· 2π·

a

2

2

=

a

2

2

,

so we get

F(0) =

a

√

2

,

hence

F(ω) =

a

√

2

· e

−(aω/2)

2

,

as claimed in (1).

If a =

√

2 then

F(ω) = F

_

e

−x

2

/2

_

= e

−ω

2

/2

,

so the function e

−x

2

/2

is its own Fourier transform.

In general, a smaller a gives a bigger spike in the graph of f(x) and a more spread-out graph of F(ω). And vice-versa. Here

are the superimposed graphs of f(x) = e

−(x/a)

2

(red) and F(ω) = e

−(aω/2)

2

(blue) for a = .5, 1.2,

√

2, 2.

Out[11]=

-4 -2 2 4

0.2

0.4

0.6

0.8

1.0

-4 -2 2 4

0.2

0.4

0.6

0.8

1.0

-4 -2 2 4

0.2

0.4

0.6

0.8

1.0

Out[15]=

-4 -2 2 4

0.2

0.4

0.6

0.8

1.0

2 Fourier sine transform of erfc x/a, where a > 0

The Fourier Sine transform F

s

[f] of a function f(x) is deﬁned by

F

s

[f] =

2

π

_

∞

0

f(x) sin(ωx) dx.

We will use our previous calculations to derive the formula

F

s

[erfc(x/a)] =

2

π

·

1 −e

−(aω/2)

2

ω

, (2)

where a > 0 is a constant and erfc(x) is the complementary error function deﬁned by

erfc(x) =

2

√

π

_

∞

x

e

−ξ

2

dξ,

with graph

Out[17]=

-2 -1 1 2

0.5

1.0

1.5

2.0

2

So we must compute the integral

F

s

[erfc(x/a)] =

2

π

_

∞

0

erfc(x/a) sin(ωx) dx.

We write this as the the imaginary part of a complex integral:

F

s

[erfc(x/a)] =

2

π

· Im

_

∞

0

erfc(x/a)e

iωx

dx. (3)

We now work on the complex integral. Switching the limits we compute:

_

∞

0

erfc(x/a)e

iωx

dx =

2

√

π

_

∞

0

_

∞

x/a

e

−ξ

2

e

iωx

dξ dx

=

2

√

π

_

∞

0

_

aξ

0

e

−ξ

2

e

iωx

dx dξ

=

2

√

π

_

∞

0

e

−ξ

2

_

aξ

0

e

iωx

dx dξ

=

2

√

π

_

∞

0

e

−ξ

2 1

iω

_

e

iωaξ

−1

_

dξ

=

2

√

π

·

1

iω

__

∞

0

e

iωaξ−ξ

2

dξ −

_

∞

0

e

−ξ

2

dξ

_

.

So we have

F

s

[erfc(x/a)] =

2

π

· Im

i

ω

[G(0) −G(ω)] , (4)

where G(ω) is the function deﬁned by

G(ω) =

2

√

π

_

∞

0

e

iωaξ−ξ

2

dξ =

2

a

√

π

_

∞

0

e

iωu−(u/a)

2

du and G(0) =

2

√

π

_

∞

0

e

−ξ

2

dξ = 1. (5)

It follows that

F

s

[erfc(x/a)] =

2

π

·

1

ω

[1 −Re G(ω)] , (6)

and

Re G(ω) =

2

a

√

π

_

∞

0

e

−(u/a)

2

cos(ωu) du. (7)

Thus, Re G(ω) is a multiple of the Fourier cosine transform of e

−(u/a)

2

.

We have already computed the complex Fourier transform

F

_

e

−(x/a)

2

_

=

a

√

2

· e

−(aω/2)

2

. (8)

And for any even function f(x) we have

_

∞

−∞

f(x)e

−iωx

dx =

_

∞

0

f(x)e

−iωx

dx +

_

0

−∞

f(x)e

−iωx

dx =

_

∞

0

f(x)

_

e

−iωx

+ e

iωx

¸

dx = 2

_

∞

0

f(x) cos(ωx) dx.

Taking f(x) = e

−(x/a)

2

, equation (8) gives

2

_

∞

0

e

−(x/a)

2

cos(ωx) dx =

√

2π · F

_

e

−(x/a)

2

_

= a

√

π · e

−(aω/2)

2

.

Inserting this into (7) we get

Re G(ω) = e

−(aω/2)

2

,

3

and putting this into (6) we get

F

s

[erfc(x/a)] =

2

π

·

1 −e

−(aω/2)

2

ω

,

as claimed in (2).

3 The diﬀerential operator viewpoint

The calculation of F[e

−x

2

] in the ﬁrst section is illuminated by a more algebraic point of view. First, let us modify the

deﬁnition of F so that it takes functions of x to functions of the same variable x:

F[f(x)] =

1

2

√

π

_

∞

−∞

f(y)e

−ixy

dy.

Now the derivative formula becomes

F[f

(x)] = ixf(x). (9)

On the other hand if we ﬁrst apply F and then diﬀerentiate, we get

d

dx

F[f] =

1

2

√

π

_

∞

−∞

(−iy)f(y)e

−ixy

dy = −iF[xf],

so

F[f]

= −iF[xf] (10)

Consider the diﬀerential operator

D =

d

dx

+ x, D[f] = f

+ xf.

Using formulas (9) and (10), we have

F[D[f]] = F[f

+ xf] = ixF[f] + iF[f]

= iD[F[f]].

Thus F and D are linear operators such that

FD = iDF. (11)

If f is a solution of the diﬀerential equation D[f] = 0, then (11) implies that F[f] is also a solution. However, every solution

of D[f] = 0 is of the form

f(x) = Ce

−x

2

/2

,

where C = f(0) is a constant. Therefore there is a constant C such that

F[e

−x

2

/2

] = Ce

−x

2

/2

.

To ﬁnd C we evaluate at 0:

F[e

−x

2

/2

](0) =

1

2

√

π

_

∞

−∞

e

−y

2

/2

dy =

1

√

π

_

∞

−∞

e

−u

2

du = 1.

Thus, the equality

F[e

−x

2

/2

] = e

−x

2

/2

(12)

follows from commutation formula (11) and the Gaussian integral.

4

4 Eigenvectors of the Fourier Transform

In terms of linear algebra, equation (12) asserts that e

−x

2

/2

is an eigenvector of the operator F, with eigenvalue = 1, on

the complex vector space V of functions of the form p(x)e

−x

2

/2

, where p(x) is a polynomial. The vector space V is inﬁnite

dimensional, but note that V is a union of ﬁnite dimensional subspaces

V =

∞

_

n=0

V

n

,

where V

n

= {p(x)e

−x

2

/2

: deg p(x) ≤ n} is a subspace of dimension

dimV

n

= n + 1.

Note that

D[p(x)e

−x

2

/2

] = p

(x)e

−x

2

/2

,

so V

n

= ker D

n+1

is the subspace of functions in V killed by D

n+1

.

The function

d

n

dx

n

e

−x

2

/2

belongs to V

n

and the Hermite polynomials H

n

(x) are deﬁned by

H

n

(x)e

−x

2

/2

= (−1)

n

d

n

dx

n

e

−x

2

/2

.

On the homework, you showed that

F[x

n

e

−x

2

/2

] = (−i)

n

H

n

(x)e

−x

2

/2

(13)

so F[V

n

] = V

n

for each n. Having found the eigenvector e

−x

2

/2

∈ V

0

, we now seek the remaining eigenvectors of F in V

n

.

Deﬁne another operator ι : V →V by ι[f](x) = f(−x). The Fourier inversion theorem is the equation

F

2

= ι.

It follows that F

4

= I and the eigenvalues of F on V are powers of i =

√

−1. More precisely, F has order two one the even

functions in V and order four on the odd functions in V . So the functions with F-eigenvalues ±1 are even and those with

F-eigenvalues ±i are odd.

In fact, H

n

= x

n

+ terms of lower degree, so equation (13) shows that if F has an eigenvector ψ which lies in V

n

but not in

V

n−1

, then the eigenvalue must be (−i)

n

. Hence for each n ≥ 0 there is a unique function ψ

n

(x) ∈ V

n

of the form

ψ

n

(x) = (x

n

+ lower terms)e

−x

2

/2

such that

F[ψ

n

] = (−i)

n

ψ

n

.

For example, we have

ψ

0

= e

−x

2

/2

, ψ

1

= xe

−x

2

/2

, ψ

2

= (x

2

−

1

2

)e

−x

2

/2

, ψ

3

= (x

3

−

3

2

x)e

−x

2

/2

, ψ

4

= (x

4

−3x

2

+

3

4

)e

−x

2

/2

.

To ﬁnd ψ

n

we consider a new diﬀerential operator

D

2

=

d

2

dx

2

−x

2

.

Using equations (9) and (10) we ﬁnd that D

2

commutes with F:

D

2

F = FD

2

.

5

It follows that F preserves each eigenspace of D

2

. That is, if D

2

[ψ] = λψ for some λ ∈ C then D

2

F[ψ] = λF[ψ]. We take

λ = −(2n + 1), and consider the equation D

2

ψ = −(2n + 1)ψ, or in other words,

ψ

+ (2n + 1 −x

2

)ψ = 0. (14)

This has a two dimensional solution space, but only one solution (up to scalar) lies in V . For ψ(x) = p(x)e

−x

2

/2

is a solution

of (14) in V exactly when

p

−2xp

+ 2np = 0. (15)

Writing p =

c

k

x

k

, equation (15) is equivalent to the recurrence formula

c

k+2

=

2(k −n)

(k + 2)(k + 1)

c

k

.

So (15) has a unique polynomial solution p

n

of degree n whose parity is that of n. Taking c

n

= 1, it is given by

p

n

(x) =

n/2

k=0

(−1)

k

_

n

2k

_

1 · 3 · · · (2k + 1)

2

k

x

n−2k

.

Since F preserves the one-dimensional space of solutions of (14) in V , we have

F[p

n

(x)e

−x

2

/2

] = λp

n

(x)e

−x

2

/2

for some constant λ. But then λ = (−i)

n

because it is an eigenvalue of F on a polynomial of degree n. Hence

ψ

n

(x) = p

n

(x)e

−x

2

/2

is the desired eigenfunction of F.

6

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