4.18. (a) Bed the second derivative of f(x) terms of generalized functions, where f(x) dete opal ow sth for tard forse tar isda a picture off) and expan ters a combnton ot Bea functions. Also, recall Exercises 4.16 and 4.17. eee “ ‘The following alternative approach to part (a) was put forward ina roach to part (a) was put forward in an examination, (a) r Sl rredem ~§ rerae = [opera = -flettet fl nerdes fora ~@o[) +G09[) fetes wf s0 that f(a) = 8 ae ia eee Fourier Series and the Fourier Integral 419, Following the ines of (4.18) Show that ! o Chapter 5 9, slo ee I> de mo=tae, -Leve (x) 7 eSKs0 wt, ogeed constitutes a.5° sequence. [What does this sequence have to do with the one in Exercise 4.15) Show that Js) maybe interpreted phe. interpreted physically, in terms of force distribu F : i for example, a6 a counterclockwise point couple of ust stonehenge Although Fourier series won't be used frequently until we come to partial dferen~ 420, (Fine tts) Recaling (4.18), show te til equations, its introdnction seems to ft hest at this point. ') Recalling (4. a show that ‘Since we have already discussed limits, convergence, and similar topics, the mate- ff 5 ~ deed = #0, | rial that follows should come as no surprise. Yet, historically, when Fourier (1768 “1820) announced in 1807, in conneetion with his work on the conduction of heat, that an “arbitrary” function defined over (—r, x) could be represented in the form ¥ (a, cosmx-+ By sinma), he met with considerable opposition, even from Joseph | Fete ages (136185, perhaps the gratt matenain of the tin Fonte leer tat ts Sook knots Conon! detpmen; es ck | provided that a <¢ O through posi- tive values: (0-4 0) = fle 0) =e) only if fhappens to be conmvour tt] and THEOREM 5.1. (Pointwise Convergence) If f(x) is2x-periodic and piecewise smooth ‘over each fill period, then its Fourier series converges 10 (x) at each point where f is continuous and to the average value [f(x + 0) + fe — 0/2 ar each jump discontinuity. Consider, for example, the square wave of Fig, 52. AUx = 0, -km,-t2m,... itis clear that each 5,(3), and hence the limit s(2), is the average value 4. It so happens that this value does not coincide with the function values, which are alternately zero and cone, Here, then, the Fourier series converges to f everywhere except at the isolated points x= 0, -ix,.... But such a minor discrepancy is of no importance at all in practical applications. Some authors remind us of such possible isolated discrepancies in (5.4), where the ae means “almost everywhere,” instead of the strict by using equality sigo. * Lebesgue emma Proof of Theorem 51. We wil es te socal) RiemannLebeg ‘ule i iced In Pr isan wl safe fae oS hot pool RIEMANN-LEBESGUE LEMMA. Ifa, ave finite, B is real, and f is Riemann integrable over (a, 6), then ° f(x) sin (ax + A) a 61) To prove Theorem 5.1, we first insert (5.6) into s,(x), 10) = $+ He cob + sin) if Sit ec dE .cos jx RY PORE LL |, 1 cos aeons +E [1 sing sin pe] = $f 1g + Boose - of ae, 68) 2 lemma isa helping theorem, or subsidiary proposition, as well asa bret in grass spikelet just below the pistl and stamens. (Ch. /- Fourier Series and the Fourier Integral a1‘where the dummy integration variable in (5.6) has been changed to € to avoid confue od sion with x. But the kere! can be expressed in “closed form” (Exercise 5) ss a lay sin n+ 17K T+ Pees — 9 = BENG 8, 69 and so shal fT pgysin@ +12. om ef 1 SEA NOI dg, where we've also shifted the li periodic), Lettings — =e" by » (which is all right, since the integrand is 2x- and discarding the primes, for simplicity, 5) 3 [1 OOH IBN ag 1 [0640+ 1 BeOe ae [ues Ot 76 oer px sine +1 BE) at FE Le o4 ee nS UK ye i, sin (n ++ Ij wp LUO +O + re — eT UM ag G10) a5 n— co, applying the Riemann-Lebesgue lemina to the firs integral, since +O + MOe— Lan WOH + 10— O res —E} 6.1 ' well enough behaved to be Riemann integrable over the interval (Exercise 5.5). ‘Again adding and subtracting terms, aa) ~ ef Ver) + I6—B)-UG +0 + fox — oy SOU ae f+) + Le =9) (sin (4 UK +fG4D + fe—9 Ne ae ~1@404+fe-9 ey 85 2 —+ 00, since fo OM ap res «—[% : Which (Example 3.10) is 2/2, and the first integral approaches zero by the Riemann Lebesgue lemma, The only possible source of trouble inthe fits integral isthe apparent Singularity at € = 0 due to the ¢ in the denominator; but since fhas been assumed to 82 Real Vaieble Thoory / Part bbe piecewise smooth, we are assured that the difference quotients {e+9—-fE+9 yyy f2-D=fE- are bounded as & —> 0+}, which completes the proof. Example 8.1. ‘The square wave of Fig. 5.1 is 2-periodic and is surely piecewise smooth. We compute [f sepscomae= [cosnede={* "> £ ffsomas wet a so at oe, 6.13) ot so) 44 2 § Snes, ea the equality being guaranteed by Theorem 5.1 for all x except 0, x, 42",..., Where the Fourier series should be converging to the average value {; clearly, i does, Since all the sin x's in (5.13) are zero at those points, just leaving the J. ‘Observe that in this example we need not have actually computed the a,'s, since $-R[ tow is, by definition, the average height of the function, which, by inspection of the raph, is obviously 4; also, by inspection, we se that f(x) = | + an odd fanetion, 50 that we need no cosine terms, and hence a; = ay = +++ = 0. ‘We know that the right-hand side of (5.13) converges, as well as what it con~ verges to, because we know that itis the Fourier series of the square wave f(x), Which satisfies the conditions of Theorem 5.1. The reverse is not so simple. That is, siven the series (5.13) (“out of the blu”), does it converge and, iso, to what func- tion f(%)7 We can at least handle the fist question as follows. The Ife decay is not sufficient for convergence without some help from the sign alternations of the sin nx factor, and this situation suggests the Dirichlet test, Recalling that Lerten tert T=2 for all z 3! 1 and that Ime = the imaginary part of (cos kx + sin kx) Ch.8. J Foutier Sores and the Fourier Intogral 83namely, sia kx, sin Qj — 1x = Imes e824 oo. feta] = Ime 4 (0) + oe EON except for x =0, cba, -+2n,..,, where the right-hand side is indeterminate. For these 2's, however, the original sum (i.e, the left-hand side of (5.14)] is clearly zero; ‘and so if we define (1 — cos 2nx)/2 sin x = 0 for them, then (5.14) is valid for all x, Moreover, since {1 — cos | < 2, it follows that, for any fixed value of x, [Ssnay—x|m0 tors =o, a9, 425, qplg. foratlaters eas independent of n. 10 addition, 1/(2n — 1) [0 as m—+ co; thus the Fourier series (6.13) or (5.134) converges for all x by the Dirichlet fet. ‘Although (5.13) converges for all x, it follows from Theorem 2.12 that the con- Yergence will not be uniform over any interval containing one or more of the jump slscontinuities. Yet its not hard to show (Exercise $.6) that it will be uniform over any interval not containing any of these jumps—for instance, over 0.0001 <= x <2. (Be sure to see Exercise 5.18 also.) Example §.2, For the /(x) of Fig. 5.3, ao/2 = average height — m/2 and the b,'s = 0, since f(x) is even, Also, for n= I, [lpercances=2 [socom [[reornsae = oe, = MY) mie a loge node a 616) 0, even, fey 7 0 # rs Figure 83. f(x 3a Real Variable Theory J Pert! where the second equality follows from the fact that f(z) cos nx = |x|c0s nz = (even)(even) = even, and the fact thatthe interval of integration is symmetric about the origin. Thos G1 Commune. Note that the terms of (5.13) drop off only as 1/n, so that the series ‘converges with painful slowness. This situation reflets the fact that the beautifully smooth sines are having difficulty representing the discontinuous function f. (AS ‘well seein Exercise 5.7, the convergence is fastest near x = -ta/2, +372, ...and slowest near the jumps.) In contrast, fin the present example is continuous (although ‘not differentiable) and the terms in (3.17) drop off as 1/n2, which is somewhat better, ‘More generally, if the Nth derivative f'(x) és continuous, then the Fourier coeff: cients of fare O(i|n¥*2) asm —s 00." ‘Theorem 5.1 is not the only such theorem. Various other conditions are known to ‘be sufficient for the pointwise convergence of f(x). One well-known set, the Dirichlet conditions, is that f be bounded, with only a finite number of maxima and minima and only a finite number of discontinuities over any one period. ‘What about the question of unigueness? In our discussion of Taylor series we noted that if Ya, —~ a)* =X b,(x — a) over some common interval of convergence, then a, = b,; that is, the coefficients are uniquely determined by the sum function. A corresponding statement can be made for trigonometric series (although the proof is not as simple as for Taylor series and will be omitted). Jf FG, comme +b sin) = Ecos me + dy sin ms) (a) for all x, then a, = ¢, and b, = d, for all n. 53. TERMWISE INTEGRATION AND DIFFERENTIATION OF FOURIER SERIES Although the integration and differentiation of series have already been discussed Geetion 4.1), it will be helpful to say afew words specifically in regard to Fourier series. THEOREM 5.2. Any Fourier serles (convergent or not) can be integrated term by term Ge, {= Tf) between any two limlis and the resulting series converges (to the integral of the periodic function corresponding to the original series.) Example 5.3. Consider the (convergent) series PaeeD 29) Integrating fom —n to x, 2, = sinnx $008 nm — cos nx [Listens ter 629 (h.8-/-Foutr Sees ond the Fou Inert 85‘Observe that for x = 0, for instance, this becomes, 3 1 8 aD beat Which i divergent (recall Exerese 2.11). Since the integrated series was, according to ‘Theorem 3.2, supposed to converge for all x, we conclude that (5-19) could nor have ‘been a Fourier series! That is, there exists no function f(x), periodic with period 2, such that Ef sora for = 0,1,2,...and 1 1 x | Sosinmar= ey form=12.0. ‘Thus trigonometric series [i.e., of the form S (a, cos mb, sin mx)) are not nec= essarily Fourier series even if they are convergent. This situation is in contrast to Taylor series, where (Section 2.4) every power series with nonzero radius of convergence is the Taylor series of its sum function, What about termwise differentiation of Fourier series? Trying this procedure on 6.13), for example, gives (Exercise 5.8) re-2 & | for x= 0, +2x, +4x,... Lim for x= my 43m... eas [S22"> sora ote xs ‘Since the limit does not exist for any x, it follows that the seties diverges for all x, and hhence the tentative first equality in (5.22) must be incorrect. In this example f(x) was not continuous, On the other hand, THEOREM 53. If {(3) ts periodic with period 2x and continuous for all x and f(x) Is plecewise continuous, then termwise differentiation of the Fourier series of fc) pro- duces the Fourier series of f(x). 54. VARIATIONS: PERIODS OTHER THAN 2n, AND FINITE INTERVAL ‘Thus far we've considered f to be periodic over ~eo < x < co, with period 2a. ‘Suppose, more gencrally, that the period is 21, Then the simple change of variables + = Is'/r changes the period back to 2x, as illustrated in Fig. 5.4, and we can weite f=34 EC, cos ma’ + by sin ne’) 86 Real Vatisble Theory / Pert Z as before, where EP Soom ds’ ta bod [ reanede Changing back tothe original x variable, Pg ee, : F00) = 9 + 3 (0,000! + b,sin 2) 2%) where ee i i + [Soren ae (@=0,1,2..-) 6.230) ee in MBE Het T [forsa tae = 1,2...) serve that 4/2 is still the average height. i P fi of fis uly fate interval, We can stil represent so Finally, suppose tat the dom {Sf by a Fourier series if we first extend the definition of f over the rest of the x that the resulting “extension” of fis periodic. mole SA, inte Rear on Elte Fundam, Conder an ify long team on an laste foundation a stele in i. 3.5, where the sonant ste undation modal the sring eines por unit x length) and wt) 8 @ pesibed pero loading ores per item). Pil, the bea ight be {min ack wh the eli foundation vat fo mote the ack bed. According to classical Euler beam theory,* the vertical defiection u(x) resulting to nesons per meter oy on ipale 3 ; aay Figure .5. Infinite beam on elastic foundation. “See, for example, 8. Timoshenko, Strength of Materials, Past I, D. Van Nostrand Princeton, NL, 1955, (Ch.5 / Fourier Series and the Fourier Integral 87from a load distribution p(x) newtons per unit length satisfies the fourth-order dit a fecential equation El” = pls), 624 where E and Fre physical constants; EVs called the “Rexural rigidity” Ea 5s Eliscal rigidity” of the beam, ince u", and hence the dection u, i inversely proportional to EZ. Nov p(x) ‘net loading, consisting here ofthe applied periodic loading w(x) downward and the spring force ku(x) upward. (We will neglect the weight of the beam for sim- plicity,) Thus p(x) = w(x) — Aut), and (6.24) becomes El” + ka = we), (525) To solve for ua), let us expand wep Beg Sat fae ‘and seek w(x) in the form vs) = Senco BE a. Where snes wl be unnecessary bese a) is erin sym, Pin and (627) into 5.25) and causing soins ofeach css arora eee ar e (ERE + ta, Be HOOM oem 1, so that (27 becomes eee Om TES SES seramer aE 52H ‘Actua to this “atc slton” we shuld alo ad the “ompementry solution” eh'(A sin Px + Boos ix) + e-F(C sin Bx + D cos Br), where Bs YET N/E but ef —+ 00 98 x —+ 4-00, and e-F* —+ co as x —+ 00, equi that our schlion be bounded, wo htsossel a= Be Leihenioesel a= DaCe Doms are left only with the particular solution (5.28). oe (On seing the words “Fourier eis,” we generally think immediately of sins and cosines It tras out, however, tat thre are also analogous expansiocs wine at Bese! funetions, Leonie fnetons, and #0 on, and they are elle Foures Bose! sce, Perr eg sr... Sch is npn we Wl te jem in Part IT when we retamine Four series fom gute diftont sed rare general point of view, eee a 35. INFINITE PERIOD; THE FOURIER INTEGRAL Can the function f(x) = o> (—00 [coset = 2). (Ch.5_/- Fourier Series and the Fourior Integral 89» 8 the norm of the partition x! — 0), so that Jo2f soa [ csett ao 639 Swing ho ination in (3 ae f= 4 [do [” pO coset at 533) for the case where f"s period is infinite. In fact, we have the following important theorem. THEOREM 54. (The Fourier Integral Theorem) If f(x) 1s piecewise smooth® over (-1,D for every land? [Lis@ia 00, Revalling the identity 2 sin A cos B= sin (4 + B) + sin (A ~ B) and the sine integral (2.52), 1 fP sino +3) ggg 1 [Sin @l =) yyy fis) = [ON doe [SG 1 pstiesh ing, 1 (MH ain Ce _ SilOU + 9 + SifO4 — 9, ay which we've ploted in Fig. 5.7 for = 4,16, and 128. Sn) Figure 6.7. The “pata integra (6.40). (ch. J Fourier Sees end the Fourle Integral a |‘Example 5.6. Infinite Beam on Elastic Foundation. Lotus consider the same prob- Tem as in Example 5.4 but one in which the applied load w(x) is not petiodie or, ‘more precisely, in which it has an infinite period—for instance, the rectangular pulse shown in Fig. 58, ‘Again, Eli" + ku = w(2), 42) ‘but this time we use Fourier utepral representations of w(x) and u(x): te) 2 ("BEB cs cnc dar per (5.39) and wa) = [Fala eon oe don, (sas) Ley newtons per meter uy Figure 6.8, Finite rectenguls pls, Potting them into (6.42) and equating cosine harmonies, we obtain ce ay = 2a ne s0 that (5.43) becomes 2 sino 10) = | axelote Reo ox do (548) ‘The integral can be eveluated by using the residue theorem of Part IT, but for our Purposes it will sufice to leave the answer in integral form. Be sure that you see the essential similarity between the Fourier series solution to Example $4 and the Fourier integral solution to the present example, EXERCISES SA EFC), fa) ate even and F360), f(s) are odd, show that ACR/) and ACAYalx) ace even and that fi(2)/4(x) and (a) /fs@) are odd, 82, Decompose each of the functions 1/(x + 1) and sin (x + a) into the sum of two Funce tions, one odd and the other even 5.3, Derive formulas (5.5). Hint: Express 608 mucos mx == SO (0H + Wb cos (m — nx z and similarly for sin me sin nx and sin mx cos nx. 92 Roal Variable Theory J Part 5A, Derive (5). Hint: Proceed es in (5.14), #55, Show that the expression in curly braces ia (6.11) is continuous and bounded over 0.7). 546. Show that the series (5.13) is uniformly convergent over 0.0001 0 and 1 ifx <0, +°ny 3 we mean the limit of $ as M and NV —r oo independent, as you mvaht have guewed Note further that the terms in (5.45) are complex, We say that 3}(a, + ih) = A + iB i and only if Da, =dand Db, = 2B, 97 8 Foal Varicble Theory / Part | Ch. 5 / Fourier Sees end the Fourie IntegralAside from its definition (62), is there any special meaning or significance that we can attach to the transform f(o)? Comparing (6.3) with (5.45), we see that (give or take a factor of 1/2n) the transform f(a) plays the role of the Fourier coefficients in the case of the continuous spectrum in the same way that the ¢,'s do in the case of the discrete spectrum, In this section we first look at the principal properties of the Fourier transform and show how it can be applied in the solution of ordinary differential equations, Then after introducing the Laplace transform and considering its properties and application, ‘we list several other transforms and their inversion formulas.* It should be mentioned that this chapter is concerned more with introducing the transforms and the technique of their application than with illustrating their consider- able range and power, a fact that will become more apparent when we use them later on to solve a variety of ordinary and partial differential equations, as well as a few “integral equations.” Chapter 6 Fourier and Laplace Transforms a. 6.1. THE FOURIER TRANSFORM. ‘Most of the main ideas are illustrated by the following example. Example 6.1. Infinite Beam on Flastie Foundation. Let us return to the problem posed in Example 5.4—namely, ‘The so-called Fourier transform is actually a restatement of the Fourier integral Bie + hae = wba, (ay formula, which, in complex exponential form. is as follows (recall Exercise 3,22), o wou = HE, 63) 1od—B [af pow, es hare a KEL, Wee) = MIE aed Wis some prscbed loading with infinite period (see Fig. 6.1). This time, however, let us solve by the Fourier trans- ‘form, which is actually only a formalization of the Fourier integral method. To solve (6.5) by the Fourier transform, we “transform the whole equati ‘where the equal sign holds “almost everywhere” and fis expected to satisfy the condi- tions of Theorem 5.4. Specifically, if we define Fos f" fe ds, 2) woe) then (6.1) becomes? F0)= 3 |” flare do, o & and the pair (6.2), (6.3) is equivalent to the original statement (6.1), | Calling f(«) the Fourier transform of f(3), we refer to (6.3) as the corresponding inversion formula because it gives us back f(x). Sometimes it is convenient to use the operator notation F and F-* for the transform and its inverse—thatis, F/ — 7 and Fifer “Alto he army varie ello 610 avi omfg with it at ety Desi onc we break (61) apartino 62) and (3). Tha wecsee oe hE ee ‘Bans he oper to ez te ny ce ol (63 Se oes the eobns te army by ang /V Hino nae) and Dace ene ‘entire 1/2m into (6.3). oc : ae ue) Figure 6.1 Infinite beam on elastic foundation ing that the Fourier transform derives, i a sent, from the trigonometric Fourier series and recalling our statement (et the end of Section $4) that there are various nonrigonometre Fourier sevies as well (Fourer-Bessel serie), i is not surprising that there are also various other integral transforms. bid Real Variable Theory J Pert Ch. / Fourier and Laplace Teanstorme 99Shwe targeted = fT Wee de 66 or [Lerten se de + ata mW, (en Totegrating the first term by part, fe wel to fT wera 6a) So far we have not mentioned any boundary conditions. Let us suppose tentatively that #72) is localized enough so that u, wu”, and u” all —+ Oas x» -too, Then Wier" — 0 as xo» ake, since eer = cos nx — fsin wx i bounded [in fact, Jen Bin? @x = 1] and w"” +0, and so the boundary term in (68) drops out. Integrating by parts three more times, the boundary terms drop out, and we have de [tren y= ce. = Coy fT vere de = oyna = os, (69) so that (6.7) i simply (ot + ana W. (6.10) ‘Thus what was originally « (linest) differential equation has been reduced toa (linear) algebrate equation in the “transform domain,” SoVing. | a= gage om | avg ound he ate the version, by means of (62). tom bask, | wok [gq «ay Even though an integration rust still be cacried out, we regard (6.12) as “the solution.” For any given (Fourier transformable) FY(), we can compute (ca) and then work out the integral in (6.12), at least in principle; in practice, we might have to resort to numerical integration andjor we might be able to extract asymptotic | ‘bchavior from the integral. Or we might be lucky enough to find the inverse of Wis + a4) in a table of Fourier transforms.3 ‘Yet it would be nicer if our solution contained 1, or w, rather than Hi, Sub- stituting for W, (6.12) becomes wa=k I ” afte do [meen at. 13) Formally interchanging the order of integration, we have w= kl wow [ea 1 or uo) = [" W@GE, 0 a8, (6.13) There are a number of extensive tables of Pourier transforms-—for example, see Tables of Integral Transforms, Vols. and 2, 2 by A. Eedélyi, McGraw-Hill, Now York, 195%. Volume { contains Fourier, Lapisce, and Mellin transforms, and Velume 2 contains Hankel and various other transforms, ‘A very brief table of Fourier transforms i included in the inside front cover ofthis Book. 100 oat Variable Theory / Patt where the kernel is! GE, x) anf. eeato~ [Sot eae ao. 615, {In Part 11 on complex variable theory we discuss the evaluation of such integrals, using contour integration. For the present, we merely state the result, aE.9 Series tsin Gast +4) 7) Comer 1, Suppose, for example, that w(x) is a point foad of unit strength acting, at some point xy—that is, w(x) = 5Ce ~ x4), Then the solution (6,15) becomes Wx) = [7 BE - 1006, 2) dé = Gere, 0, (6.18) and it follows that the kernel G(x) in (6.15) has the physical significance of being. the deflection, a a function of x, due to a point unit load at & (see Fig. 6.2). Thus the deffection (as a function of x) due to a point load of strength wig) d& at€ is i€) d€ GIE, x), and (6.15) is exposed as a superposition of all these incremental deflections, 06.99 Figure 62, Physical significance af 6,» Certain questions of rigor exist in connection with the delta function, but we sidestep them for the moment. The same questions arise in discussing Green's func- tions, and at that time we will be in a position to face up to them. Finally, observe that for w(x) = 8(x — xe), and undoubtedly for other w's a5 well, u(x) isnot everywhere positive. Actually, if we are talking about a track on a bed, as mentioned in Example 54, then we should have only a “one-way” spring, as shown in Fig, 6.3(8), as opposed to the “two-way” spring of Fig, 6.(b) and assumed Displacement Displacement {) Nonlinear () Linear igure 6.3. Nonlinear versus lines spring mdse, Gis called the Green's funetion for this particular problem, Green's functions are dscusted in Parts 1V and V. Ch.6 / Fourier and Loplace Transforms 101have been th nner nein F(a) = kudf, where HU) & the Heo i, where) the eave Funetion—that is, H(u) = 0 for u <0 and 1 for w > 0, This term would resi he Fourie transfor, and we'd havea more dftet problem on oor hones owe 2 supp neta) = ont Ietegig (5, wes (Everee 6.5 that 13) = v/k, which ls obviowly comeste A Dessay oe Sine tans of 30) tort et a a ‘meaningless because the ¢ integral does not exist, and yet (6.14) is allright, The rea Stale etchant otnepton ee ee results in @ function of ¢ that dies out very strongly (exponentially) at oo, thereby ‘helping out in the € integration. Furthermore, u(x) does not —»+ 0 as x — 0, as tentatively assumed. If we had worried about the validity of each step, however, ee weld not taveconeas far (618, The mpecantnee she aes posed oat ube stint teas Bes ces tern aly te ote renter ence a ae bes Sn ae Bc ase ny sa ror ree cm Without caingatenton tot, we have used the felowing te erties of the Fourier transform in the preceding example. . se (FI)_Linearity of the transform and its inverse scalar transformable fetions, : eee eee tee Flaf ++ fs) = ak f + pkg 19) and PUGS + £0) = ak 7+ Be, (620) These properties follow easily from the definition of the transf : prop ¢ definition of the transform and its inverse and the linearity of the Riemann integral (Exercise 6.) aati (F2) Transform of nth derivative, IE f0-M(9, fo-2%6) all 2 Penson ve, TE FPG), FE)... £8) all +0 as FIM) = ofl) 2 (F3) Fourier convolution. Defining the Fourier convolution f © g of f(s) and g(x) as [7 fo — ona, (6.22) wwe have PUd= a [ fee do | ween at [004 [Porro do [ese Ode = Fog (623) or FU +8) ~fe 6.24) ‘The second equality in (6.23) involves interchanging the order of integration, Sufficient 102 Feel Vatieble Theory / Partt ion (64) should conditions for the validity of the interchange are that both | | and |g be integrable over (—22, c2). (But recall the moral of Comment 2 above) Applying (6.23) to Example 6.1, for instance, we see from (6.11) that u(x) is the convolution of F(x) and the inverse of (o* + a)~'. The latter can be found either by direct integration according to the inversion formula (6.3) or by looking it up in a table of Fourier transforms. Observe that our derivation of (6.23) is simply a general- ization of the steps between (6.11) and (6.15), Incidentally, if (6.15) does not appear to be of convolution form, notice from (6.17) that G(, x) is actually a function of the combination x — & and so (6.15) is of the form [" w(@)\G(x — dé = we G. ‘Our introduction to the Fourier transform has been brief; additional properties are discussed in Exercise 6.8, and applications to partial differential equations are contained in Part V. 6.2. THE LAPLACE TRANSFORM Tn contrast to the preceding infinite beam problem, the independent variable is often only semi-infinite. To illustrate, a system may be in a state of rest until certain instant, say 1 = 0, when a disturbance is applied, and we wish to know the response for 0 <¢ < 60, Furthermore, the functions involved often fail to decay fast enough, as t+ oo, to be Fourier transformable—for example, the Heaviside step function H(t — t,) and H@sint ‘Although the Fourier transform can still be applied sometimes, it is best to develop 4 trancform that ie tailored specifically to euch problems. Suppose that f() satisfies the following conditions. (0 Fis piecewise smooth over every finite interval. i) fis of exponentiat order; that is, there exist (real) constants X, ¢, and T such that (625) \F(0| < Kew forall ¢> 7. “This class of functions is quite extesive and even allows for exponential grow For example, f(f) = 1/(t + 2), 6, and e?” are all of exponential order, although: SO = e® is not (Exercise 6.13). ‘Although an fsatisijng (625) isnot necessarily Fourier transformable, the con- structed function °, <0 : (6.26) (ear, 150 con is if we choose 7 > c. Inserting this F() into (6.1), we have, for ¢ > 0 (which is the domain of interest), ow~b FO emo [erent ae cd f= He fever dts seseroom a, ch.6 J Foutier and Laplace Transforms 103Withy + io =s, f= df ra [soe «2 which yields the Laplace transform and its inverse,? Fis) [i foena (6.28) fo | Feder as. (6.29) Sometimes it is convenient to use the operator notation L and L~! for the trans form and its inverse—that is, Lf = f and £17 =f. yee The fact that y and @ are real means that the transform variable s = y ++ fo is complex. The path plane of integration in the inversion integral (6.29) is the straight line from y — ico to y + foo in the complex § plane, as shown in Fig. 6.4, So in order to carry out the actual Laplace inversion, we need some knowledge of complex variable methods, specifeally “contour integration” in the complex plane; in fact, the Fourier inversion integral (6.3) also is generally carried out ie by contour integration, as will be seen later on, This Figure 6s. Path of intogation ‘PIC will be developed in Part I; in the present section we are content fo rely on the use of tables for the Luptace inversion. Meanwhile, you may be wondering how we decide what value to assign to y in (6.28). In our derivation 7 was simply assumed to be arbitrarily greater than ¢, but, of course, we don't know ¢ in advance because we don't (in practical applications} Know (the solution) f(# in advance. The fact is that it does aot matte, since y will not appear in the final result. ‘Note that the conditions (6.25) are sufficient, although not necessary, for the éxist- ence of f(s). For example, condition (i) of (6.25) is not satisfied by /(é) = 172, and yot F does exist (Exercise 6.13): for inversion integral Lema ff 620 Let us look at the transform of a few of the most common functions. Example 62. 0 rea FO = Hea) = { ae 44s with (6. the equality in (627 is understood to old “almost everwhere” “Besides contour integration and tables, specialized methods forthe namerco integration of (629) are also available. Se, fo example, V. Kinlov and N. Skebly, Handbook of Nanerea es son of Laplace Tranforms, itel Progra for Seientie Transations, Jerusalem, 1969, 104 Real Vetiable Theory / Part ‘Observe that conditions (6,25) are satisfied, In particular, note that ¢ = 0, so that We need to choose 7 > 0. Thus una = 0) = fF Hee era - [vane way itr es Dan fc, since Res 97> 0. Simiarty, we find easily (Exercise 6.15) that ue) re) fora > —1, (6.32) yey 633) Lina) = (6.34) and Leos a) = 638) Is, U1) = 1153, 08) = teger, (6.32) becomes L(l) = In particular, when ais a tie ech the Fourier transform, the folowing thre operational properties ae crucial (LI) Linearity of the transform and its inverse. For a, B any scalars and f,¢ any transformable functions, Lief + Be) = aL f + Ble 6.36) and Loaf + Bg) = olf + BL” 37) (12) Transform of nih derivative, Integrating by parts, [reoeed earn ts fremont Assuming that f°) is of exponential orden, it follows that we ean choose 7 posi tive enough so that the boundary term tends to zero at the upper limit—that is, ler for = Lerner US PO = eM 1S] — 0 Soe euet Le = sb for — fo". (6.38) Form = 1 and 2, for mel 0-00 fe and uso te ia . . In some applications (e.g., Exercise 6,23), /'*-" has a jump discontinuity at t = 0, 108 Cch.6 /- Fourier and Laplace Transformsso that “/*-"(0)" is not meaningful. In this case, we have Lim = I" pee at =tim [send (> 0) in fermen + sf pmenerna SAL for? — F-MO4), that is, (6.38) is correct if we interpret SOMO) as lim f°-%€) or f-¥(0- +) (3) Laplace convolution. Defining the Laplace convolution f + g of f() and g(t) as fxs=f sox —dar, a we ave Use a= [eae | fede — dae =f r@a Perea = [eae [erga ay J eee de [> side au (6.42) or a) Af the mechanics of the interchange in the order of integration is not clear, recall foot- note 4 of Chapter 3. (The legitimacy of the interchange is left for Exercise 6.30.) Additional properties are contained in Exercise 6.16, Example 6.3. Consider the harmonic oscillator of Fig. 6.5, where the wall is given some prescribed displacement /(:) and we would like to know the response z(t), m assuming that the system is initially at rest ‘According to Newton's second law, me = Kf) ~ 23 bm Fe wy shds0 mit ke =kfQe FO, x0) = x0) =0, Four 8 Oran hei a Where, a8 usual, the dots denote time derivatives (aterestingly, tom isthe same as ifthe wall were fixed and a force F(x) were applied directly to the ‘mass m. Thus from a design point of view, if we wish to drive m with some pre. scribed force F(x), a good way to do so would be through the wall-spring arrande. ment of Fig. 6.5, since displacements are more easily arranged than forces) ‘The domain being semi-infinite (i.e, 0 <¢ < co) suggests the Laplace transforma, To ‘eansform the differential equation, we multiply through by the Laplace kernel et the governing equa 108 Fal Variable Theory Part! and integrate from zero to infinity. Using (6.36) and (6.40), we obtain the (linear) algebraic equation anls?2(s) — sx(0) — $0}] + kx(s) = Fe) 6.45) for #(). Solving, AO) = Ge, 640) Gi 1 ao k where O=aray Hh an and A(s) = F(a) + misao) + x0) (6.48) Tn the language of contol theory, Gis called te transfer fanetion ofthe sy5- term and [the input. 6) refers the nature ofthe system—that i the lechand side ms -+ Ax ofthe differential equation. fs) isthe total input in this case, it cone sists of two parts, the diving foree FG) plos an input m(sx(0) > x0) from the iniil conditions. In Tact, note carey Bow the ina conditions are thos built into (646). Toverting, wi the help of (6.37), (6.43), and Table A.2 of Appendix A, we have MO = LAGF) + O(a) + 20-4 = cine re) + xOcorar + 2g ot <0 fined sfoide +x@eo0r Sinan 6) ‘where we've replaced F(x) by &/(r) inthe lst step. Actually, the last two terms drop ‘oot, since the initial conditions were x(0) = 3(0) — 0. ‘or instance, if fis the Heaviside step function fit) = Ht =T, 60) then (6.49) becomes 0, er Om LT cose —7, to F = He TM —coscoee = 1), Comvent 1. Clearly, (6.51) satisfies the initial conditions (0) verify its satisfaction of the differential equation, note from (6.51) [and Exercise 4.16(a)) that 2) = 6 = TL = cos ae — 7] + ONE = 7) sine — TY = OH = T)sin ol = T) and a1) = 8 = Tin wl — 7) + He ~ T)eos le — 7) = £n0—Teosar—1, (tT) 608 (tT) + k(t — TYL — cos wl ~ T)] = kHO 7) = bf, ior and Laplace Transforms 107Conmenr 2..'To understand the convolution integral in (6.49), let us set f(t) — (¢ — 1,)—that is, an impulsive force of strength a acting at time tp, ‘Then © [= ee ~ 2) 05¢¢ — te) dr = { 9, t ty = HG h)ansin ant ~ 10). ‘That js, nothing happens until fy when the impulse is applied; subsequently, the ‘motion is aco sin o(¢ ~ f,). Thus the defection x at time f due to an incremental force of strength f(s) dt acting at an earlier time ¢, will be @ sin cx(t — w)f(e) de. ‘Adding them up from 7 = 0 to t = gives the convolution integral in (6.49); the cutoff at «(the upper limit) makes sense because only forces that act at 1's <¢ will be felt at time t. As with the Fourier convolution (recall Comment 1 of Example 6.1), We therefore see through the superposition nature of the Laplace convolution, Conan 3. We've already mentioned the pertinence of the semi-infinite domain to the Laplace transform method. We should also point out that the method applies ‘most naturally to initial value problems. The present example is such a type, since ‘both boundary conditions are at ¢ = 0—that is, (0) — 0 and #(0) = 0, This situae sion is most convenient because It is exacrly that data that is needed in (6.45). ‘Summarizing, the Laplace transform is most natural for intial value problems on semisinfinite domains, which is generally the contest in which it is used, The fact that it can sometimes be used under other circumstances, however, is ilustrated by the following simple example. Example 6.4. Find the deflection u(x) of a cantilever beam of length / subjected to. distributed load w(x) = x, as shown in Fig. 66, According to the Euler bear theory, EN” =x (6.528) Figure 6.8. Boundary value problem on finite domain subject to the boundary conditions? 40) = WO) =u") = Ww) =O. (6.526) Clearly, the domain is not semi-infinite; furthermore, it is a boundary value rather than an initial value problem because the boundary conditions are applied at both ‘At x = I") = 0 because there's no “bending moment” there, and u"(Q) = 0 because there's no “shear” there, If these terms are not meaningful to you, dont worry about it; simply ty to accept the system (6.52) on mathecatical terms 108 Real Variable Theory / Part fl 1 nds oft inter But the harm in extending the beam tous) om, ce ee yale te inn tg me He CE a Csrcaati wie cb we ibeat) — a0) — we") by SF I 0 O_o 10) = at Tnvertng, with the help of Exercise 6.1600), Sy ON? WO HG — Ne — DF _ te — Dh = 40) = iggy FE + SE —Siper THEI Hae (6.53) Unfortunately, w”@) and w’”(0) are not prescribed. We have not yet used the data (= w"() =0, however. Applying these conditions, OX THO FU OL WD = fy +H" =0, so that iat Bw WO KM O=B ‘and, since the last two terms in (6.53) are zero over O=< 1, find /(@) and then verify the inversion forraula; that is, compute the inverse off'and show that it isthe same as the original 1G). (Everywhere or almost everywhere? Explain.) UR, V. Churchill, Operational Mathematics, 2d ed,, McGraw-Hill, New York, 1958, Modern Mathematics for the Engineer, Second Series, ed, by EF. Beckenbach, McGraw-Hill, 1961. See Part 1, Chapter 5 on Integral Transforms, by J. W. Miles. N36, 3. Tranter, Integral Transforms ia Mathemaricol Physics, Metbuen, London, 1956. 2 Real Variable Theory Part ; I 63, Weeould have ented he ra ex in 6.) simply sd integrate by pat fou ines? 64. Show thatthe defection ofthe bea in Example 61, eto counterclockwise point i couple of unit strength at xo, is a(x) = OG(xy, x)/Ox. Sketch u(x). Hint: Recall Exer~ cise 4.19 and the fact that G(é, x) is actually a function of | — x]. 65. Tntcoraing (6.15 forte cae ws) — constant, where Gis ien by (61, show that) = constant = wf a ime In Coren 2, i 1s inser, (619 and (620). Hin 6.6. Verify the linearity of the Fourier transform and it » (6.19) Reza (2) (63) and 11, tual, teins 9 were ft in (117), Show tat Jo teu poyas =a {7 ads + Bf” vt too 6.7, Recalling the definition (6.22), show that fez =a f. 68. (Additional properties of the Fourler transform) Show that »; so why did we bother to = (i909) = 7" ©). {See (6.21)] You need not justify your steps. x shit o Foiferuef eo) = f(x — a). ©) @shit a ; Ftf(o — a) = f0). @ 1 We) =f" sae and h—>0 5 x—+ co, then FIM] = /(oylin. Hint: Integrate by parts. 69, ‘The circuit of Fig. 6.7 is governed by the “integrodifferensat™ equation a tee 6. ip nre gf ra 20} (6.69) Figure 67. Circuit Four uansforming (69, show that - onc canter [2-9 eRe) ‘Show that we obtain the same result if we frst take ddr of (6.68) in order to eliminate the integral sign. 6.410. Expanding in “partial fractions,” ind a, f, 7, s0 that ioRC a, 2p. Thier ore-a—p*@ Ch.6 J Fourier end Leplace Trensforms 113‘Noting from Appendix A that rg if Ttaa> 0, show that FRR are) = 0 fort <0 and dems sin (BAe tn A) fore > 0, where A = Y@ETRETY—T, and so the solution to Exercise 6.9 becomes tin (Be tar) 00 = [Be 0 Hint: See the next exercise, 6.11. Show that cos an + bsin ant = e sin (aot + $), Where c=VEFR and $= tant. . 6.12, If (4) is even (ori ts only defined over 0 < x < oo, in whieh case we can extend it 80.as to be even), show that (6.2) and (6.3) become Fo) = 2 [7 £06) c08 ax de P00) = ze [ Feocosorcan ‘This is called the Fourier cosine transform of fand its inverse. Similarly, obtain the Fourier sine transform and its inverse Fle) = 2 J Fea) sin cox de f= % | Fersinessae, ‘The Laplace Transform 6,13. Which of the following functions satisfy (6.23)? For those that don’t, explain why not. @ ne sine); How about i derivative? © @ eine @ teint ©) singer + py @ (He) ~ He — de" 6.14, Show that if f(t) and /(0) are of exponential order, then fie) + f,(0) and fitt)file) are, too, 6.45, Compute the Laplace transforms of the following funetions directly; where possible, ‘compare with Table A.2. @ eo wy) © sinar @ coser m4 Real Vatiable Theory / Pert (©) sinh ar (1) cosh at @ me-) ) 6-0) *()Si(®) Hint: Recall the definition (2.63) and see Exercise 6.16). 616. (Adaltional properties of the Laplace transform) Provide formal derivations of the 6.7. @ following properties. U0) =F for example, . tse = ~4f- (Note that this was used in Example 6.5.) © © @ © © @ 1 shift: Loe“ f)] = HO a fle 0) sift Lopes + a) = es. wlO— [ ppae fr B= [row 1F/() is period with period @ over 0-<¢ oo and note that LLf’(0)] —» 0, since [fC roena|s f]rmes|a [| ronlereat Geiser ter ck [emmarn [ifconditons (6:25) are required of 7. As acompanion result 10 (6.70), we state {ut you need not prove) that ifs) is bounded for all Re s 2 0, then fim sf(8) = lie F(0. 7) Evaluate Cin (6.57) direcily, using (6.70). 6.8. Invert the following transforms, using the Laplace Transform Table A.2, together with properties LI to L3 and (a) to (f) of Exercise 6.16. (Do not use partial fractions.) “a 1 we ©) spars ch.6 J Fourier and Loplace Transforms 115© a © SEAS sketch 001 619, (Abels integral equation) (@) Suppose that a bead of mass m, staring from rest at time 1 = 0, slides down a {tictionless slope under the action of gravity. Ifthe initial height is x, the helaht at any ¢ > 0 (0), and s() is the are length traveled, then from conservation of enerey the snced is (= /ZeGr — 6, independent of the shape of the curve But the sine of descent T does depend on the shape; in particular, show that Lf _@ te & yal whe 2 Regarding 7s pescbed thi i a integral eqntion om, a single nepal sation because the integral fs singular (Gu fo the singularity fn the Kernel ix Gat G = x). Studied by Abel, its known as Abel's integral equation, In fact, Abel also considered the more general case a= [2S < fo) Cetee @ ETD then a0 4 Ay = Iim AED Oe 2. SR — DEF — HIG > F Finish the evaluation of 43 and As'in this way. 625. Invert the following, using partial fractions. 1 1 © TH © a EEES H ed © Se © 36=D © Grnery © s=Fi 626. Ifthe switch K is closed at time ¢ =O, the current 1(t) for the circuit of Fig. 6.10 is governed by the sysiem LT + RI + 1/C= E(@)plus the initial conditions 1(0) = 10) = 0. Regarding the applied voltage £:(7) as known, solve by Leplace transform, h.6 J Fouter and Laplace Transforms 7x R Figure 6.10. LC sores cout, 627. Find, by Laplace transform, the displacements x(t), ,(¢) due to the initial condi- tions x1(0) = x3(0) = 1, (0) = (0) = 0 (see Fig. 6.11), Let m sy [. Ss Figure 6.11. Moce-pring eyatem, 628, 622, 18 Solve the following probiems by Laplace transfoms. @ 8428= HO 1); x0) 0,40) =1 () Fbxe|sintle a) (© £~8=/(0;x0) ~ 1, #0) = 20) =0 (@) 1840 — nk =0:x0) = 1,30) 20 © F547 | e150) = joa, PO = 12) <0 © Fae mar aren @) FE =0;x0) 1, 30 <0. From (6.3) show that L fe asf fO — 237 ‘The interchange (0) er — — fey, SP [Pre nae d= 0 rendre is valid if atleast ove side converges absolutely that i, if [fire otra ces oe ff iri pldide eee Using this result, verity the legitimacy of the interchange inthe derivation of the com- volution theorem (6.42); assume that fand g satisfy conditions (6.25). Hint: The limits con both & and will be Oto oo if we insert the factor H1(¢ ~ ¢) into the integrand. Verify rigorously that (6.60) does satisfy conditions (6.55) Discuss the evaluation of x “operational” pe +, say, by the use of natural logarithms, from an of view-—that is, in terms of transform concepts. Real Vetiable Theory / Part 6:33. ‘The integral equation cer) =f0 eter gy dv Is an approximate relation between the frequency spectrum p(v) and the specific heat CCT) of a crystal. Solve for p(y) forthe cases @ cM=7; (6) C= Tew 634, (Ue of Laplace ansform in evaluating integrals) IF [freaein as 25 and f) = L(G}, then Ta [fees fF ener at = [> geo at [° ptore ds, (676) ‘here (6.76) may be easier to evaluate than (6.75). Use this idea (without justifying the interchange in the order of integration) to evaluate 635. Make up two examination-type problems on this chapter Ch.8 / Foutler and Laplace Transforms "9