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Let f ( x) be a periodic (real-valued) function with period 2L, which satisfies Direchlets conditions on

the interval [L, L]. Then it can be represented by the Fourier series

a0 X h n x n x i

f ( x) = + a n cos + b n sin (1.1)

2 n=1 L L

where

ZL

1

a0 = f ( x) dx, (1.2)

L

L

ZL n x

1

an = f ( x) cos , n = 1, 2, . . . (1.3)

L L

L

ZL n x

1

bn = f ( x) sin n = 1, 2, . . . . (1.4)

L L

L

From the Eulers identity

e ix = cos x + i sin x and e ix = cos x i sin x,

we can write

e ix + e ix e ix e ix

cos x = and sin x =

2 2i

Substituting these into (1.1) and then grouping the terms, we get

a0 X a ib

a n + ib n in x/L

e in x/L +

n n

f ( x) = + e .

2 n=1 2 2

Setting

a n ib n a n + ib n

c 0 = a 0 /2 and , cn =

cn = , n = 1, 2, . . .

2 2

in this, we finally obtain the the complex or exponential form of the Fourier series of f ( x) as

c n e in x/L ,

X

f ( x) = (L x L), (1.5)

n=

where the (complex) Fourier coefficient c n is given by

ZL

1

cn = f ( x) e inx/L dx, n = 0, 1, 2, . . . (1.6)

2L

L

Remark 1.1. At the points x of discontinuity, the Fourier series (1.5) converges to the average

f ( x 0) + f ( x + 0)

f ave = of the one-sided limits of f at x.

2

Remark 1.2. If the argument of f is a time variable t, then n = n/L are the frequencies.

0<x<

1

f ( x) =

1 < x < 0

with f ( x + 2) = f ( x).

Then

Z Z

1 1 0

Z

inx inx inx

cn = f ( x) e dx = (1).e dx + (1) e dx

2 2

0

2

e inx

" 0 #

1 e inx

= +

2 in

in

x=

x=0

1 h in

in

i

= 1 e e 1

2 ni

1 cos( n) 1 (1)n

= =

in in

i P n 1(1)n o inx

Therefore, f ( x) = n e .

n=

Example 1.2. Consider f ( x) = e x for < x < and f ( x + 2) = f ( x).

Then

Z

1 1 (1 in) x

Z

cn = e inx e x dx = e dx

2 2

1 e(1 in) x e e in e e in

= =

2 1 in 2(1 in)

x=

(1)n e e sinh (1)n

= =

(1 in) 2 1 in

Thus

(1) n

sinh X

f ( x) = e inx , x

n= 1 in

At x = 0 this gives the amusing formula

!

sinh X (1) n (1) n

X (1) n

sinh X

1= 1+ + =

n=1 1 in n=1 1 + in n=2 1 + n2

Z

1

| c n |2 = | f ( x)|2 dx.

X

(1.7)

n= 2

Theorem 2.1 (Fourier Integral Theorem). Let f ( x) satisfy Dirichlet conditions, f be both inte-

Z Z

grable and absolutely integrable over the interval < x < so that f ( x) dx and | f ( x)| dx exist.

Then

Z

1

f ( x) = [ A cos( x) + B sin( x)] d , (2.1)

0

where the Fourier coefficients of f are

Z

1

A = f ( u) cos( u) du, (2.2)

Z

1

B = f ( u) sin( u) du. (2.3)

Example 2.1. Find the Fourier integral of the rectangular pulse function

1 1 < x < 1

f ( x) =

0 |x | > 1

3

Z Z

sin cos x sin

and hence evaluate (a) d (b) d .

0 0

Solution. We have

Z Z1

1 sin( u) 1 2 sin()

1 1

A = f ( u) cos( u) du = cos( u) du = du = ,

x=1

1

and

Z Z1

1 1

B = f ( u) sin( u) du = sin( u) du = 0.

1

Therefore

Z Z Z

1 2 sin 2 2 sin cos( x)

f ( x) = [ A cos( x) + B sin( x)] d = cos( x) d = d .

0 0 0

Now f ( x) = 1 if x < 1 and f ( x) = 0 for x > 1, while the average of the left and right hand limits of f ( x)

1+0 1

at x = 1 is = . Therefore

2 2

/2 if x 1

Z

2 sin cos( x)

d = /4 if x = 1

0 if x > 1.

0

Z

sin

Taking x = 0 in this we get d =

2

0

R

Z

2

f ( x) = A cos( x) d

0

where

Z

2

A = f ( u) cos( u) du

0

Fourier sine integral

Z

2

f ( x) = B sin( x) d

0

where

Z

2

B = f ( u) sin( u) du.

0

4

Example 3.1. Find the Fourier cosine and sine integral representations of f ( x) = ekx , x > 0, k > 0.

Solution. We have

Z Z

2 2

A = f ( u) cos( u) du = eku cos( u) du

0 0

2 eku 2 k

= ( k cos u + sin u) =

k + 2 k 2 + 2

2

x=0

so that the Fourier cosine integral of f is

Z Z

2k 2k cos( u)

f ( x) = ekx = A cos( x) d = d

k 2 + 2

0 0

cos( u)

Z

d = ekx , x > 0, k > 0 (3.1)

0 k 2 + 2 2k

Now

Z Z

2 2

B = f ( u) sin( u) du = eku sin( u) du

0 0

2 eku 2

= ( k sin u cos u) =

k + 2 k 2 + 2

2

x=0

Therefore the Fourier sine integral of f is

Z Z

2 2 sin( u)

f ( x) = ekx = B sin( x) d = d .

2

k + 2

0 0

Z

sin( u)

d = ekx , x > 0, k > 0 (3.2)

k 2 + 2 2

0

The integrals defined by (3.1) and (3.2) are called Laplaces Integrals.

f ( x) = if 0 < x < 1

2

= 0 if x > 1

Z

1 cos

Ans. f ( x) = sin x d

0

The Fourier Transform gives us a unique way of viewing any function as the sum of simple

sinusoids

The Fourier Transform is the extension of this idea of Fourier series representation to nonpe-

riodic functions

Definition 4.1. Let f ( x) be defined for all real < x < . Then its Fourier transform is given by

Z

1

F f ( x) = F () = p f ( x) e i x dx

(4.1)

2

5

Let f ( x) represent a signal. Then

its Fourier transform F () is known as complex frequency spectrum,

the graph of the magnitude |F ()| is called its amplitude spectrum,

the graph of the argument arg F () is called its phase spectrum.

Fourier Inversion formula:

Z

1

f ( x) = F 1 F () = p F ( ) e i x d .

(4.2)

2

Property 5.1 (Linearity). F a f ( x) + b g( x) = aF () + bG ()

Property 5.2 (Duality). f ( x), F () is a Fourier pair if and only if F ( x), f () is a Fourier pair.

1

Property 5.3 (Change of scale). F f (ax) =

F , a 6= 0

| a| a

Z

1

I = F f (ax) = p f (ax) e i x dx.

Proof. Let

2

Case (a): If a > 0, write ax = u so that u ranges from to as = x ranges from to . Therefore

Z

1 1 1

I= p f ( u) e i(/a)u dx = F

a 2 a a

Case (b): If a < 0 so that a > 0. Then write ax = v so that v ranges from to as = x ranges

from to . Therefore

Z

1

Z

dv

1 1 1

I= p f (v) e i(/a)v = p f ( z) e i(/a) z dz = F

2 a a 2 a a

Z

1

F ( f )( x a) = p f ( x a) e i x dx

2

Z

1

= e i a p f ( x a ) e i ( x a ) d ( x a )

2

Z

1

= e i a p f ( u) e iu du = e ia F ()

2

Thus the effect of spatial shifting by a units to the right is to multiply the transform with e ia .

6

Property 5.5 (Frequency-Shifting). F e iax f ( x) = F ( + a)

Z Z

1 1

F e iax f ( x) = p [ e iax f ( x)] e i x dx = p f ( x) e i(+a) x dx = F ( + a)

2 2

Thus the effect of multiplying the spatial signal with e iax is to shift the frequency signal by a units

to the left.

Z

1

Definition 5.2. Fourier Convolution] ( f g)( x) = p f ( u) g( x u) du, < x <

2

Z

1

F ( f g)( x) = p ( f g)( x) e i x dx

2

Z Z

1 1

e i x dx

=p p f ( u) g( x u) du

2 2

Z 1 Z

1 iu i ( x u )

=p f ( u) e p g( x u) e dx du

2 2

1 Z 1 Z

iu i ( x u )

= p f ( u) e du p g( x u) e dx

2 2

1 Z 1 Z

f ( u) e iu du g(v) e iv dv

= p p

2 2

= F () G ().

That is, the Fourier transform of the convolution of two functions equals the product of the respective

Fourier transforms.

1

Property 5.8 (Modulation). F f ( x) cos ax = [F ( a) + F ( + a)]

2

Z

1

F f ( x) cos ax = p f ( x) cos ax e i x dx

2

Z !

1 e iax + e iax

=p f ( x) e i x dx

2 2

Z Z

1 1 1

= p f ( x) e i(a) x dx + p f ( x) e i(+a) x dx

2 2 2

1

= [F ( a) + F ( + a)]

2

Modulation property is used in problems where a harmonic wave is modulated by a carrier wave.

7

Property 5.9 (Derivative). Suppose that

(a) f , f 0 , f 00 , ..., f (n1) all tend to 0 as | x| , and

Z Z

( k)

(b) | f ( x)| dx < , f ( x) dx < , k = 1, 2, ..., n.

Then F f (n) ( x) = ( i )n F (), n = 1, 2, ...

x

Z F ()

Property 5.10 (Integral). F f ( u) du = , < x <

i

The transform of the derivatives, multiplication by x n , integral property and convolution are useful

in solving differential equations.

Example 5.1 (Rectangular Pulse). Find the Fourier transform of

(

k, 0 < x < 1,

f ( x) =

0, elsewhere,

(

e iax , 0 < x < 1,

and hence of g( x) =

0, elsewhere.

Solution.

Z1 1

k e i x

1 ik

ke i x dx = p 1 e i .

F f ( x) = p

= p

2 2 i 2

0 x=0

i

1 e i .

With k = 1, this gives F f ( x) = p

2

i 1 e i ( + a )

iax

F g ( x) = F e f ( x) = F ( + a) =

p

( + a) 2

(

x, | x| < a,

Example 5.2 (Saw-tooth Signal). Find the Fourier transform of f ( x) =

0, elsewhere.

Solution. By defn.,

Za

1

F () = p x e i x dx

2

a

)a

e i x e i x

( ) (

1

= p ( x ) (1)

2 i ( i )2 x=a

a

1 ix 1

e i x

= p +

2 2

x=a

1 ia 1 ia 1

i a

=p + e + e i a

2 2 2

1 ia ia 1

i a i a

=p e +e e e i a

2 2

1 ia 2 cos a i 2 sin a

=p

2 2

s

2 a cos a sin a

= i , 6= 0

2

8

Alternately,

Za

1

F () = p x e i x dx

2

a

Za

1

=p x [cos x i sin x] dx

2

a

1 z }| { i z }| {

=p x cos x dx p x sin x dx

2 2

a a

| {z } | {z }

=0 =2 0a x sin x dx

R

s

2 n cos x o sin x a

= i ( x ) (1)

2

x=0

s

2 a cos a sin a

= i , 6= 0

2

(

1, | x| < 1,

f ( x) =

0, elsewhere.

Hence

Z

sin t

(a) derive that dt = ;

t 2

0

sin x

(b) using the duality property, derive the Fourier transform of g( x) =

x

Solution.

Z1

1

F ( ) = p e i x dx

2

1

Z1

1

=p [cos x i sin x] dx

2

1

Z1 z even Z1 z odd

1 }| { i }| {

=p cos x dx p sin x dx

2 2

1 1

| {z } | {z }

=2 01 cos x dx

R =0

Z1

s s s

2 sin x 1 2 sin

2

= cos x dx = = , 6= 0

x=0

0

Z

1

f ( x) = F 1 F () = p F () e i x d

2

Z

s

1 2 sin i x

p e d = f ( x) for all < x < .

2

9

In particular, for x = 0, this gives

Z

s

1 2 sin

p d = f (0) = 1

2

or

Z Z

sin sin

d = d =

2

0

Z

sin t

Replacing with a dummy variable t, this gives dt =

t 2

0

(b) Now by the duality property, F ( x), f () is a Fourier pair. That is

F F ( x) = f ()

r r

2 sin x 2

But F ( x) = = sin cx. Thus

x

(s ) (

2 sin x 1, | | < 1,

F = f () =

x 0, elsewhere

or

r

sin x || < 1,

,

F = 2

x

0, elsewhere.

(

1 x2 , | x| < 1,

f ( x) =

0, elsewhere.

Z

sin x x cos x x 3

Hence deduce that cos dx =

x3 2 16

0

Solution. By defn.,

Z1

1

F () = p (1 x2 ) e i x dx

2

1

Z1

1

=p (1 x2 )[cos x i sin x] dx

2

1

even function odd function

Z1 z Z1 z

1

}| {

1

}| {

=p (1 x2 ) cos x dx i p (1 x2 ) sin x dx

2 2

1 1

| {z } | {z }

=2 01 (1 x2 ) cos x dx

R =0

s

sin x cos x sin x 1

2

= (1 x2 ) (2 x) + (2)

2 3

x=0

s

2 2 cos 2 sin

= 0 + {0 0 0}

2 3

s

2 cos sin

= 2 , 6= 0

2 3

10

By the inversion formula,

Z

1

f ( x) = F 1 F () = p F () e i x d

2

Z

1 4 cos sin

p p e i x d = f ( x)

2 2 2 3

Z

cos sin

e i x d = f ( x)

2 3 2

Z

cos sin 1 3 3

+ e i/2 d = f = =

2 3 2 2 24 8

Z

cos sin 3

[cos(/2) i sin(/2)] d =

2 3 8

Since the imaginary part on the left hand side is odd function of , we get

Z Z

cos sin 3 x cos x sin x x 3

cos(/2) d = or cos dx =

2 3 16 x 3 2 16

0 0

Multiplying this with 1 both sides, we get the required result.

(

1 | x |2 , | x| < 1,

Exercise 5.1. Find the Fourier transform of f ( x) =

0, elsewhere.

(

1 | x |, | x| < 1,

Exercise 5.2 (Triangule Pulse). Find the Fourier transform of f ( x) =

0, elsewhere.

2 1 cos

r

Ans. F () = , 6= 0

2

Example 5.5 (Negative Exponential Signal). Find the Fourier transform of

(

eax , x 0,

f ( x) =

0, elsewhere.

Hence find the amplitude and phase spectra of f ( x).

Solution. We have

Z Z

1 e(a+ i) x

1 1

F f ( x) = F () = p eax e i x dx = p e(a+ i) x dx = p

2 2 2 a + i

0 0 x=0

1 1 1 a

=p =p i

2 a + i 2 a2 + 2 a 2 + 2

Aliter:

Z Z

1 1

F f ( x ) = F ( ) = p eax e i x dx = p eax [cos x i sin x] dx

2 2

0 0

Z

1

Z

ax ax

=p e cos x dx i e sin x dx

2

0 0

1 a

=p i

2 a2 + 2 a 2 + 2

11

1 1

The amplitude spectrum of f ( x) is |F ()| = p p , and the phase spectrum of f ( x) is

2 a 2 + 2

arg F () = tan1

a

Example 5.6 (Decaying Exponential Signal). Find the Fourier transform of f ( x) = e| x| , < x < .

Hence

Z

cos x

(a) derive that d = e| x| , and

1 + 2 2

0

Solution.

Z Z

1 1

F () = p e| x| e i x dx = p e| x| (cos x i sin x) dx

2 2

even function odd function

Z z }| { Z z }| {

1 | x| 1

=p e cos x dx i p e| x| sin x dx

2 2

| {z }

=0

Z

s s

2 e x

2 2 1

e x cos x dx = ( cos x + sin x)

=p =

2 1 + 2 x=0 1 + 2

0

Z

1

f ( x) = F 1 F () = p F () e i x d

2

Z " Z i x

s #

1 2 1 1 e

=p e i x d = d

2 1 + 2 1 + 2

Z

1 cos x + i sin x

= d

1 + 2

even odd

Z z }| { Z z }| { Z

1 cos x 1 sin x 2 cos x

= d + i d = d

1 + 2 1 + 2 1 + 2

0

| {z }

=0

Z

cos x d

or = e| x| , < x < .

1 + 2 2

0

(b) By the multiplication by x property, we have

s ! s

0 d 2 1 2 2 i

F x f ( x) = ( i )F () = i

=

d 1 + 2 (1 + 2 )2

| x| <

(

cos x, 2,

f ( x) =

0, elsewhere.

Z(

cos 2x

)

Hence deduce that dx =

1 x2 2

0

12

Solution. By defn.,

Z2 Z2

1 i x 1

F ( ) = p cos x e dx = p cos x[cos x i sin x] dx

2 2

2

2

Z2 even function Z2 zodd function

1 z }| { 1 }| {

=p cos x cos x dx i p cos x sin x dx

2

2

2 2

| {z } | {z }

=2 /2/2 cos x cos x dx =0

R

Z2

1

=p 2 cos x cos x dx

2

0

Z2 Z2

1

= p cos( + 1) x dx + cos( 1) x dx

2

0 0

1 sin( + 1) x sin( 1) x /2

= p +

2 +1 1

x=0

(+1) (1)

1 sin 2 sin 2

=p +

2 +1 1

( ) s

1 cos 2 cos 2 2 cos 2

=p + = , 6= 1

2 +1 1 1 2

For = 1, we have

Z2 Z2

s s

2 1 1

r

1 2

F ( ) = p 2 cos x cos( x) dx = cos2 x dx = =

2 2 2 2 2

0 0

Z

1

f ( x) = F 1 F () = p F () e i x d

2

Z (

cos

s )

1 2 2

p d = f (0)

2 1 2

Z (

cos

)

2

d = cos 0

1 2

Z(

cos

)

2

d =

1 2 2

0

Z cos

2

Replacing with dummy variable , we see that d =

1 2 2

0

13

Example 5.8 (HOT). Given 0 < a < 1, find the Fourier tranform of f ( x) = | x|a . Hence for a = 12 ,

p

show that f is self-reciprocal using the value (1/2) = .

Solution. For > 0, we have

Z Z

1 1

F () = p | x|a e i x dx = p | x|a (cos x i sin x) dx

2 2

even function odd function

Z z Z z Z

1 1 2

}| { }| {

=p | x|a cos x dx i p | x|a sin x dx = p | x|a cos x dx

2 2 2

0

| {z }

=0

Z

s s

2 2

Z

a i x

= xa cos x dx = Real Part of x e dx

0 0

xa e i x dx. In fact, write i x = t so that x = it and dx = dt

R

We evaluate I = i . Therefore

0

Z Z a

t dt

xa e i x dx = e t

i i

0 0

Z

a1 i a

= ta e t dt

i

0

a1 h ia

= cos + i sin (1 a)

i 2 2

a1 (1 a) h a a i

= cos + i sin

i 2 2

h a a i

= a1 (1 a) sin i cos

2 2

h a a i

= a1 (1 a) sin + i cos

2 2

h a a i

a1

= (1 a) sin + i cos

2 2

Z a

The Real Part of xa e i x dx = a1 (1 a) sin .

2

0

Hence s

2 a1 a

F () = (1 a) sin

2

With a = 12 , this gives

s s

2 1/2 2 p 1

F x1/2 = (1/2) sin 1/2 p = 1/2 .

=

4 2

14

2

Example 5.9 (Gaussian Signal). Consider f ( x) = e x /2 , < x < . Show that f is self-reciprocal,

2 2

and hence find the Fourier tranforms of g( x) = xe x /2 and h( x) = xe x /2 . Also find the convolution

f g.

Solution. By defn.,

Z Z

1 2 1 2

F () = p e x /2 e i x dx = p e( x +2 x.i)/2 dx

2 2

Z 2 Z

1 [( x+ i )2 ( i )2 ]/2 e /2 2

=p e dx = p e( x+ i) /2 dx

2 2

even function

Z z }| {

2 1 2

= e /2 p e z /2 dz

2

| {z }

2

=2 0 e z /2 dz

R

Z

s

2 /2 2 du

=e eu p , where u = z2 /2

2u

0

Z

2 1

= e /2 p u1/2 eu du

0

1 1 1 p

2 2 2

= e /2 p = e /2 p = e /2

2

2

Thus f ( x) = F (). Hence f ( x) = e x /2 is self-reciprocal.

d n 2 /2 o 2

F g( x) = F x f ( x) = ( i ) F 0 () = i = i e /2 = G (), say.

e

d

Again applying the same property, we get

d n 2 o 2

F h( x) = F xg( x) = ( i ) G 0 () = i i e /2 = (1 2 ) e /2 .

d

Now by the convolution theorem

2 /2 2 o 2 i d n 2 o

F ( f g)( x) = F () G () = e ( i ) e /2 = i e =

n

e . (5.1)

2 d

Due to the change of scale property,

p p p p p

x

2 2

F f p = 2 F 2 = 2 e( 2) /2 = 2 e .

2

So by the multiplication by x property, we finally get

x d np 2 o

F xf p = i 2e

2 d

or

d n 2 o 1 x

e = p F xf p . (5.2)

d i 2 2

From (5.1) and (5.2), it follows that

x 2

( f g)( x) = p e x /4

2 2

15

2 2 2

Example 5.10. Given that F e x /2 = e /2 , find the Fourier transform of eax , a > 0.

2

Solution. Let f ( x) = eax . Note that

2 2

p 2 p

eax = e2ax /2 = e( 2ax) /2 = f ( 2ax).

p 1

F f ( 2ax) = p

F p

2a 2a

or 2

p

2 1 /2 1 2

F eax = p e 4a

= p e 2a

2a 2a

2 2 2

Exercise 5.3. Given that F e x /2 = e /2 , find the Fourier transform of e x /3 .

2 2 2 2

Exercise 5.4. Given that F e x /2 = e /2 , find the Fourier transforms of e4( x3) and e x cos 3 x.

s

2

Z

Fs f ( x) = F s () = f ( x) sin x dx

0

The Sine Inversion Formula of f is given by

s

2

Z

1

f ( x) = Fs F s () = F s () sin x d

0

( b) The Fourier Cosine transform of f is given by

s

2

Z

F c f ( x ) = F c ( ) = f ( x) cos x dx

0

The Cosine Inversion Formula of f is given by

s

2

Z

f ( x) = F c1 F c () = F c () cos x d

0

(

1, 0xa

f ( x) =

0, elsewhere,

where a > 0.

Solution.

Z Za

s s s s

2 sin x a 2 sin a

2 2

F c ( ) = f ( x) cos x dx = 1 cos x dx = = , 6= 0

x=0

0 0

16

Example 6.2. Find the cosine transform of f ( x) = eax , a > 0, x > 0.

Solution.

Z Z

s s

2 2

F c () = f ( x) cos x dx = eax cos x dx

0 0

s s

2 eax

2 a

(a cos x + sin x)

= = ,

a 2 + 2 x=0 a 2 + 2

Example 6.3. Find the sine transform of f ( x) = eax , a > 0, x > 0 and hence show that

Z

x sin mx ea

dx =

1 + x2 2

0

Solution.

Z Z

s s

2 2

F s () = f ( x) sin x dx = eax sin x dx

0 0

s s

2 eax

2

(a sin x cos x)

= =

a 2 + 2 x=0 a 2 + 2

By the inversion formula,

Z Z(

s s s )

2 2 2

f ( x) = F s () sin x d = sin x d

a 2 + 2

0 0

or

Z

sin x d eax

= f ( x) =

a 2 + 2 2 2

0

Changing x to m, to x and a = 1 we get

Z

x sin mx dx em

=

1 + x2 2

0

Solution.

Z

s s

sin x 2

r

2

F s () = dx = =

x 2 2

0

2

Example 6.5. Show that f ( x) = e x /2 , < x < is self-reciprocal under the cosine transform.

2

Solution. We recall that f ( x) = e x /2 is self-reciprocal under the Fourier transform. That is

2 /2 2

F e x = e /2 = F ()

Z Z

2 1 2 1 2

e /2 = p e x /2 e i x dx = p e x /2 (cos x i sin x) dx

2 2

Z

s

2 2

Z

2 2

=p e x /2 cos x dx = e x /2 cos x dx.

2

0 0

2 2 2

In other words, F c e x /2 = e /2 . Hence f ( x) = e x /2 is self-reciprocal.

17

Cosine transform from the Sine transform:

Theorem 6.1. If Fs f ( x) = F s () and f ( x) 0 as x , then

F c f 0 ( x) = F s ()

(6.1)

F c x f ( x) = F s0 ()

(6.2)

Theorem 6.2. If F c f ( x) = F c () and f ( x) 0 as x , then

Fs f 0 ( x) = F c ()

(6.3)

Fs x f ( x) = F c0 ()

(6.4)

2

Example 6.6. Given that f ( x) = e x /2 is self-reciprocal under the cosine transform, find the sine

2 2

transform of g( x) = xe x /2 and the cosine transform of h( x) = x2 e x /2 .

2 2 2 2

Solution. Given that F c e x /2 = e /2 . Let f ( x) = e x /2 and F () = e /2 . Then

0

Fs f ( x) = F s ()

2

Fs xe x /2 = F s ()

2 2

Fs xe x /2 = F s () = e /2 = G s (), say.

2

In other words, g( x) = xe x /2 is self-reciprocal under the sine transform.

2 d d n 2 /2 o 2

F c x( xe x /2 ) = {G s ()} = e = (1 2 ) e /2

d d

2

Thus F c h( x) = (1 2 ) e /2 .

eax

Example 6.7. Find the sine transform of f ( x) = and hence the cosine transform of g( x) = eax

x

r Z ax

2 e

Solution. Let I = F s () = sin x dx.

x

0

Differentiating w. r. t. under the integral sign, this gives

s ax s s

dI 2 e 2 2 a

Z Z

= ( x cos x) dx = eax cos x dx =

d x a 2 + 2

0 0

On one hand, this gives

Z

s

2 a

F c eax = eax cos x dx =

.

a 2 + 2

0

On the other hand, separating the variables in the differential equation

s

dI 2 a

=

d a 2 + 2

and then integrating, we get the general solution

s

2

I= tan1 + A.

a

Then writing = 0 in this so that

s s

2 2 eax

Z

tan1 0 + A = sin 0 dx = 0

x

0

r

2

or A = 0. Thus F s () = tan1

a

18

1

Exercise 6.1. Find the sine transform of f ( x) = and hence deduce the cosine transform of

x( x2 + a2 )

1

g ( x) =

x2 + a2

r r

1 1

Ans. F s () = (1 ea ), G c () = e a

a2 2 a 2

1

Exercise 6.2. Find the cosine transform of f ( x) = and hence derive the sine transform of

x2 + 1

x

g ( x) =

x2 + 1

r

Ans. F c () = G s () = e

2

Example 6.8 (HOT). Given 0 < a < 1, find the sine and cosine tranforms of f ( x) = xa .

xa e i x dx. In fact, write i x = t so that x = it and dx = dt

R

Solution. First, we evaluate I = i .

0

Therefore

Z Z a

t dt

xa e i x dx = e t

i i

0 0

Z

a1 i a

= ta e t dt

i

0

a1 h ia

= cos + i sin (1 a)

i 2 2

a1 (1 a) h a a i

= cos + i sin

i 2 2

h a a i

= a1 (1 a) sin i cos

2 2

h a a i

= a1 (1 a) sin + i cos

2 2

h a a i

a1

= (1 a) sin + i cos

2 2

Therefore

Z

s s

2 2 a1 a

F c xa = The Real Part of xa e i x dx = (1 a) sin

2

0

and

Z

s s

2 2 a1 a

Fs xa = The Imaginary Part of xa e i x dx = (1 a) cos

2

0

With a = 21 we see that cos

p1 Hence

4 = sin 4 = 2

s s

2 1/2 2 p 1

F c x1/2 = (1/2) sin 1/2 p = 1/2

=

4 2

and

s s

2 1/2 2 p 1

Fs x1/2 = (1/2) cos 1/2 p = 1/2 .

=

4 2

19

7 Parsevals Identities

Z Z

( f ( x))2 dx = |F ()|2 d (7.1)

Proof. By definition, we note that

Z Z 1 Z

i x

2

( f ( x)) dx = f ( x) p F () e d dx

2

Z 1 Z

e i x dx d

= F () p f ( x)

2

Z 1 Z

= F () p f ( x) e i x dx d

2

Z 1 Z

= F () p f ( x) e i x dx d

2

Z Z

= F () F () d = |F ()|2 d

Theorem 7.2 (Parsevals Identity for Sine Transform).

Z Z Z Z

f ( x) g( x) dx = F s () G s () d and | f ( x)|2 dx = |F s ()|2 d

0 0 0 0

Theorem 7.3 (Parsevals Identity for Cosine Transform).

Z Z Z Z

f ( x) g( x) dx = F c () G c () d and | f ( x)|2 dx = |F c ()|2 d

0 0 0 0

Z

Remark 7.1. The integral | h()|2 d of the squared magnitude of a function h() is known as the

energy of the signal h. Thus the energy of the signal f ( x) is the same as the the energy contained in

its transform.

Z

r

2 a dx

Example 7.1. Given that F c eax =

, prove that =

2 + a 2 ( x2 + a2 )( x2 + b2 ) 2ab(a + b)

0

s

2 a

F c f ( x) = = F c (),

2 + a 2

s

2 b

F c g ( x) = = G c ().

2 + b 2

Hence by Parsevals identity for cosine transform, we have

Z Z

F c () G c () d = f ( x) g( x) dx

0 0

Z Z

2 ab 1

d = eax ebx dx =

(2 + a2 )(2 + b2 ) a+b

0 0

20

Z Z

d dx

so that = or =

(2 + a2 )(2 + b2 ) 2ab(a + b) ( x2 + a2 )( x2 + b2 ) 2ab(a + b)

0 0

Example 7.2. Given that

s s

2 a 2 sin a

F c eax = and F c g( x) =

2 + a 2

( Z 2

1 (0 < x < a) sin ax dx (1 ea )

where g( x) = prove that =

0, elsewhere, x( x2 + a2 ) 2 a2

0

Solution. From the Parsevals identity for cosine transform, we have

Z Z

F c () G c () d = f ( x) g( x) dx

0 0

Z Za 2

s

2 a sin a 1 ea

d = eax 1 dx =

( 2 + a 2 ) a2

0 0

Z 2 Z 2

sin a d (1 ea ) sin ax dx (1 ea )

so that = or =

( 2 + a 2 ) 2 a2 x( x2 + a2 ) 2 a2

0 0

Example 7.3. Find the sine and cosine transforms of e x , and use Parsevals identities to prove that

Z Z

dx x2 dx

= =

( x2 + 1)2 4 ( x2 + 1)2

0 0

Z

s

2

F c () + i F s () = e x (cos x + i sin x) dx

0

Z Z

s s

2 2

= e x e i x dx = e(1 i) x dx

0 0

s s

2 e(1 i) x

2 1

= =

1 i 1 i

x=0

s

2 1

= +i

1 + 2 1 + 2

Comparing the real and imaginary parts on both sides, we get

s s

2 1 2

F c () = , F s () =

1 + 2 1 + 2

Z Z Z

2 d 1 d

= e2 x dx = or = ,

(2 + 1)2 2 (2 + 1)2 4

0 0 0

from which the first result follows by replacing with x. Similarly, from Parsevals identity for sine

transform, the second result follows.

21

(

2 sin a

r

1 (a x a)

Example 7.4. Given that F f ( x) = = F () where f ( x) =

0, elsewhere,

Z

sin2 ax dx a

prove that =

x2 2

0

Solution. From the Parsevals identity for the complex Fourier transform,

Z Z Z Za

2 sin2 a

|F ()|2 d = ( f ( x))2 dx d = 1. dx

2

a

Z Z

sin2 a sin2 a a

d = a d =

2 2 2

0

(

2 4 sin2 (a/2)

r

a | x| ( a x a )

Exercise 7.1. If F f ( x) = = F () where f ( x) =

2 0, elsewhere,

Z Z

sin x 2 sin x 4

show that dx = and dx =

x 2 x 3

0 0

22

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