11 The Fourier Transform and its Applications

Solutions to Exercises 11.1

1. We have

Z 1
1
fb(w) = √ x e−ixw dx
2π −1
Z
1 1

= √ x cos wx − i sin wx dx
2π −1
Z 1
−i
= √ x sin wx dx
2π −1
Z 1
−2i
= √ x sin wx dx
2π 0

−2i  1 x 1
= √ sin wx − cos wx 
2π w2 w 0
r
2 sin w − w cos w
= −i .
π w2

5. Use integration by parts to evaluate the integrals:

Z ∞
1
fb(w) = √ f(x)e−iwx dx
2π −∞
Z 1
1
= √ (1 − |x|)(cos wx − i sin wx) dx
2π −1
=0
z }| {
Z 1 Z 1
1 i
= √ (1 − |x|) cos wx dx − √ (1 − |x|) sin wx dx
2π −1 2π −1
Z u dv
2 1 z }| { z }| {
= √ (1 − x) cos wx dx
2π 0
1 Z 1
2  sin wx  2
= √ (1 − x)  + √ sin wx dx
2π w 0 2πw 0
r 1
2 cos wx 
= − 
π w2 
0
r
2 1 − cos w
= .
π w2
 Section 11.1 The Fourier Transform 225

9. We have
Z π/2
1
fb(w) = √ cos x e−ixw dx
2π −π/2

Z π/2
2
= √ cos x cos wx dx
2π 0
Z π/2
1  
= √ cos[(w + 1)x] + cos[(w − 1)x] dx
2π 0
 π/2
1 sin[(w + 1)x] sin[(w − 1)x] 
= √ +  (w 6= ±1)
2π w+1 w−1 0
 
1 sin[(w + 1)π/2] sin[(w − 1)π/2]
= √ + (w =
6 ±1)
2π w+1 w−1
 
1 cos wπ
2
cos wπ
2
= √ + (w 6= ±1)
2π w + 1 w−1
r
2 cos wπ2
= (w 6= ±1).
π 1 − w2

Treat the case w = ±1 separately and you will find

Z π/2
2
fb(±1) = √ cos x cos x dx
2π 0
√
π/2 2π
= √ = .
2π 4

13. Apply the inverse Fourier transform to the transform of Exercise 9, then you will get the function
back; that is,

r 
Z  cos x if |x| < π
1 ∞
2 cos wπ 2
√ 2
eiwx dx = π
2π −∞ π 1 − w2  0 if |x| ≥ 2
;

Z  cos x if |x| < π
1 ∞
cos wπ
2
2
cos wx dx = π
π −∞ 1 − w2  0 if |x| ≥ 2
;

Z  cos x if |x| < π
2 ∞
cos wπ
2
2
cos wx dx = π
π 0 1 − w2  0 if |x| ≥ 2
.

In the last two steps, we used the fact that the integral of an odd function over a symmetric interval
is 0 and that the integral of an even function over a symmertic interval is twice the integral over the
postive half of the interval.
11 The Fourier Transform and its Applications

17. (a) Let 0 < α < 1. Applying the definition of the Fourier transform, we find, for w > 0,
  Z ∞
1 1 1 −iwx
F (w) = √ e dx
|x|α 2π −∞ α |x|
Z ∞
1 1
= √ cos wx dx
2π −∞ |x|α
Z ∞ Z ∞
1 1 2 1
= √ α
cos wx dx = √ α
cos wx dx
2π −∞ |x| 2π 0 x
r Z
2 α−1 ∞ 1
= w cos t dt (wx = t ⇒ x = t/w, dx = dt/w)
π 0 tα
r
2 α−1 απ
= w Γ(1 − α) sin .
π 2
If w = 0, both sides are infinite. If w < 0, the integral does not change, because cos wx is even.
Hence the given formula follows.
(b) Take α = 12 , then
  r
1 2 −1/2 π
F 1/2
(w) = w Γ(1/2) sin
|x| π 4
1
,
w1/2
√
where we have used Γ(1/2) = π (Exercise 25(a), Section 4.3).
21. We have
√ ! Z ∞
2x 1 x
F √ (w) = e−iwx dx
π (1 + x2)2 π −∞ (1 + x2)2
Z ∞
−i x sin wx
= dx.
π −∞ (1 + x2 )2

b
Note that the Fourier transform is odd in the sense that f(−w) = −fb(w). For the sake of the residue
method, we take w < 0 and write the Fourier transform as
√ ! Z
2x 1 z
F √ 2 2
(w) = e−iwz dz,
π (1 + x ) π γR (1 + z 2 )2
Z
1 z
= eiW z dz (W = −w, W > 0),
π γR (1 + z 2 )2

where γR is the contour in Figure 8, with R large (in fact, it is enough to take R > 1). To justify
this equality, we note that the contour integral is equal to 2πi times the sum of the residues inside
the contour. Inside the contour we have only one residue at z = i and so the integral is constant for
all R > 1. Letting R → ∞, the integral on the semi-circle converges to 0 (by Jordan’s lemma) and
the integral on the real line becomes
Z
1 ∞ x
eiW x dx,
π −∞ (1 + x2)2
 Section 11.1 The Fourier Transform 227

which is the desired integral. So let us compute the contour integral, IR , using residues. Let
z
F (z) = eiW z
(1 + z 2 )2

, then F has one pole of order 2 at z = i inside the contour γR . The residue at z = i is equal to

iW z 
d 2 ze 
Res (F, i) = (z − i) 
dz (1 + z 2 )2 
z=i

d z eiW z 
= 
dz (z + i)2 
z=i

(eiW z + iW eiW z z)(z + i)2 − 2(z + i)zeiW z 
= 
(z + i)4 
z=i

e−W W e−|w|
= = −w .
4 4
Thus the contour integral is equal to
e−|w|
−iπw
2
and the Fourier transform for w < 0 is equal to

1 e−|w|
IR = −iw .
π 2
The formula works for w ≥ 0 since it defines an odd function.
11 The Fourier Transform and its Applications

Solutions to Exercises 11.2

2 2
1. We have F(e−x ) = √1 e−w /4 . Applying Theorem 1((ii) (with n = 2), we obtain
2
 
2 d2 1 −w2 /4
F(x2e−x ) = − √ e
dw2 2
1 d h w −w2 /4 i
= −√ − e
2 dw 2
2
e−w /4  
= √ 2 − w2 .
4 2
q
2 1
5. We have F(e−|x| ) = π 1+w 2 . So
r   
−|x| −|x| 2 1 d 1
F(e + 6xe ) = + 6i
π 1 + w2 dw 1 + w2
r  
2 1 −2w
= 2
+ 6i
π 1+w (1 + w2)2
r
2 1 − 12iw + w2
= .
π (1 + w2)2

9. Let (
1 if 0 < x < 1,
g(x) =
0 otherwise,
−iw
and note that f(x) = x g(x). Now F(g(x)) = √i e −1
(Exercise 3, Section 11.1); so, by Theo-
2π w
rem 1,

d i e−iw − 1
F(f(x)) = F(xg(x)) = i √
dw 2π w

−1 −iwe−iw − e−iw + 1
= √
2π w2
1 (1 + iw) cos w + (w − i) sin w
= √ .
2π w2

2 2
13. We have F(e−x ) = √1 e−w /4 . Using Exercise 1, we obtain
2

2 2 2
F((1 − x2)e−x ) = F(e−x ) − F(x2e−x )
2
1 2 e−w /4  
= √ e−w /4 − √ 2 − w2
2 4 2
2  
e−w /4 w2
= √ 1+ .
2 2 2
 Section 11.2 Operational Properties 229

2 2 2 2
17. Let f(x) = e−x and g(x) = xe−x . We have F(e−x ) = √1 e−w /4 and
2

2 i d −w2 /4 i 2
F(xe−x ) = √ e = − √ we−w /4 .
2 dw 2 2
So
−i −w2 /2 1 d h −w2 /2 i 1 2
F(f ∗ g) = F(f) · F(g) = we = i e = F(xe−x /2 ).
4 4 dw 4
Hence
1 −x2 /2
f ∗ g(x) = xe .
4

21. Let f(x) = U−a − Ua (x) and g(x) = U−b − Ub (x), where 0 < a ≤ b. We have
r r
2 sin aw 2 sin bw
F(f) = and F(g) = ;
π w π w
so
2 sin(aw) sin(bw)
F(f ∗ g) = .
π w2
Instead of inverting the Fourier transform to find f ∗ g, we will compute f ∗ g by using the method
of Example 10. (This is an interesting Fourier transform that is not in the table of transforms at
the end of the book.) We have

f 0 (x) = δ−a (x) − δa (x);

g0 (x) = δ−b (x) − δb (x);

d2 d d
(f ∗ g)(x) = f∗ g(x)
dx2 dx dx



= δ−a (x) − δa (x) ∗ δ−b (x) − δb (x)
1

= √ − δb−a (x) + δ−(a+b) (x) + δa+b (x) − δa−b (x) .
2π
So f ∗ g is the second antiderivative of this sum of Dirac deltas, that vanishes at infinity; that is,
f ∗ g(x) = 0 for large |x| (in fact, for |x| > a + b). The reason for the last assertion is that both f and
g have boounded support, so f ∗ g will have bounded support. To compute the antiderivatives it is
best to do it on a graph, as we did in Example 10. We can also proceed as follows. Antidifferentiate
once and use (17), then

d 1

(f ∗ g)(x) = √ − Ub−a (x) + U−(a+b) (x) + Ua+b (x) − Ua−b (x) .
dx 2π
An antiderivative of Uα is the function (x − α)Uα or
d
(x − α)Uα = Uα (x).
dx
To see this, just draw the graph of (x − α)Uα; it is continuous and equal to 0 if x < α and x − α if
x > α. Thus its derivative is 0 if x < α and 1 if x > α; thus the derivative formula is true. So and
antiderivative of f ∗ g is
1





√ − x − b + a Ub−a (x) + x + b + a U−(a+b) (x) + x − b − a Ua+b (x) − x + b − a Ua−b (x) .
2π
11 The Fourier Transform and its Applications

If this function vanishes for large |x|, then it would be the desired antiderivative. Let us check: Take
x > a + b, then






√1 − x − b + a Ub−a(x) + x + b + a U−(a+b) (x) + x − b − a Ua+b (x) − x + b − a Ua−b(x)
2π





= √1 − x − b + a + x + b + a + x − b − a − x + b − a = 0,
2π

as desired. Similarly, if x < −a − b, then

√1 − x − b + a U b−a (x) + x + b + a U −(a+b) (x) + x − b − a U a+b (x) − x + b − a U a−b (x)
2π


= √1 − 0 + 0 + 0 − 0 = 0.
2π

This proves that

1





f ∗g(x) = √ x+b+a U−(a+b) (x)− x+b−a Ua−b(x)− x−b+a Ub−a(x)+ x−b−a Ua+b (x) .
2π
More explicitely, we have


 0 if |x| > a + b;



 x+b+a
1 
if − a − b < x < −b + a;
f ∗ g(x) = √


2π 


x+b+a − x+b−a if − b + a < x < b − a;






 x+b+a − x+b−a − x−b+a if b − a < x < a + b;

so, after simplifying,



 0 if |x| > a + b;




1  x+b+a
if − a − b < x < −b + a;
f ∗ g(x) = √
2π 


2a if − b + a < x < b − a;



 −x + b + a if b − a < x < a + b.

The graph of f ∗ g is a nice tent.

25. (a) Use the definition of convolutions:
Z ∞
iαx 1
e ∗ f(x) = √ f(y)eiα(x−y) dy
2π −∞

=fb(α)
z Z }| {
∞
1
= eiαx √ f(y)e−iαy dy = eiαxfb(α).
2π −∞

eiαx +e−iαx
(b) Using (a) and cos αx = 2 , we find

1 iαx

cos(αx) ∗ f(x) = e ∗ f(x) + e−iαx ∗ f(x)
2
1  iαx b b

= e f(α) + e−iαx f(−α) .
2
 Section 11.2 Operational Properties 231

q
b
Specializing to α = 1 and f(x) = e−|x| , f(w) = 2 1
π 1+w 2 , we find
r r !
−|x| 1 ix 2 1 2 1
cos x ∗ e = e + e−ix
2 π1+1 π1+1
r r !
1 ix 2 1 2 1 1
= e + e−ix = √ cos x.
2 π1+1 π1+1 2π

33. Apply (23):

F(U2 (x) − U4 (x)) = F(U2(x)) − F(U4 (x))

−i

= √ e−2iw − e−4iw
2πw
−i

= √ e−2iw − e−4iw .
2πw
11 The Fourier Transform and its Applications

Solutions to Exercises 11.3

1.
∂2u ∂2u
2
= ,
∂t ∂x2
1 ∂u
u(x, 0) = , (x, 0) = 0.
1 + x2 ∂t
Follow the solution of Example 1. Fix t and Fourier transform the problem with respect to the
variable x:
d2
b(w, t) = −w2u
u b(w, t),
dt2 r
1
π −|w| d
b(w, 0) = F
u 2
= e , b(w, 0) = 0.
u
1+x 2 dt

b(w, t):
Solve the second order differential equation in u

b(w, t) = A(w) cos wt + B(w) sin wt.

u
d
Using b(w,
dt u 0) = 0, we get


−A(w)w sin wt + B(w)w cos wt = 0 ⇒ B(w)w = 0 ⇒ B(w) = 0.
t=0

Hence
b(w, t) = A(w) cos wt.
u
pπ p
b(w, 0) =
Using u 2e
−|w|
, we see that A(w) = π2 e−|w| and so
r
π −|w|
b(w, t) =
u e cos wt.
2

Taking inverse Fourier transforms, we get

Z ∞
u(x, t) = e−|w| cos wt eixw dw.
−∞

5.
∂2u 2
2∂ u
= c ,
∂t2 ∂x2
r
2 sin x ∂u
u(x, 0) = , (x, 0) = 0.
π x ∂t
Fix t and Fourier transform the problem with respect to the variable x:

d2
b(w, t) = −c2 w2 u
u b(w, t),
dt2 r 
sin x
b 1 if |w| < 1
b(w, 0) = F
u (w) = f(w) =
x 0 if |w| > 1,
d
b(w, 0) = 0.
u
dt
 Section 11.3 The Fourier Transform Method 233

b(w, t):
Solve the second order differential equation in u

b(w, t) = A(w) cos cwt + B(w) sin cwt.

u
d
Using b(w,
dt u 0) = 0, we get
b(w, t) = A(w) cos cwt.
u
b(w, 0) = fb(w), we see that
Using u

b(w, t) = fb(w) cos wt.

u

Taking inverse Fourier transforms, we get

Z ∞ Z 1
1 b ixw 1
u(x, t) = √ f (w) cos cwt e dw = √ cos cwt eixw dw.
2π −∞ 2π −1

9.
∂u ∂u
t2 − = 0,
∂x ∂t
u(x, 0) = 3 cos x .

The solution of this problem is very much like the solution of Exercise 7. However, there is a difficulty
in computing the Fourier transform of cos x, because cos x is not integrable on the real line. One
can make sense of the Fourier transform by treating cos x as a generalized function, but there is no
need for this in this solution, since we do not need the exact formula of the Fourier transform, as
you will see shortly.
Let f(x) = 3 cos x and Fourier transform the problem with respect to the variable x:
d
t2 iwb
u(w, t) − b(w, t) = 0,
u
dt


b(w, 0) = F 3 cos x) (w) = fb(w).
u

b(w, t):
Solve the first order differential equation in u
w 3
b(w, t) = A(w)e−i 3 t .
u

Using the transformed initial condition, we get

w 3
b(w, t) = fb(w)e−i 3 t .
u

Taking inverse Fourier transforms, we get

Z ∞
1 w 3
u(x, t) = √ fb(w)e−i 3 t eixw dw
2π −∞
Z ∞
1 t3
= √ fb(w)eiw(x+ 3 ) dw
2π −∞
t3 t3
= f(x + ) = 3 cos(x + ).
3 3

13.
∂u ∂2u
= t 2,
∂t ∂x
u(x, 0) = f(x) .
11 The Fourier Transform and its Applications

Fix t and Fourier transform the problem with respect to the variable x:
d
b(w, t) + tw2u
u b(w, t) = 0,
dt
b(w, 0) = fb(w).
u

b(w, t):
Solve the first order differential equation in u
t2 w 2
b(w, t) = A(w)e−
u 2 .

Use the initial condition: A(w) = fb(w). Hence

t 2 w2
b(w, t) = fb(w)e−
u 2 .

Taking inverse Fourier transforms, we get

Z ∞
1 t 2 w2
u(x, t) = √ fb(w)e− 2 eixw dw.
2π −∞

21. (a) To verify that

Z x+ct
1 1
u(x, t) = [f(x − ct) + f(x + ct)] + g(s) ds
2 2c x−ct

is a solution of the boundary value problem of Example 1 is straightforward. You just have to plug
the solution into the equation and the initial and boundary conditions and see that the equations
are verified. The details are sketched in Section 3.4, following Example 1 of that section.
(b) In Example 1, we derived the solution as an inverse Fourier transform:
Z ∞
1  1 
u(x, t) = √ fb(w) cos cwt + g(w) sin cwt eiwx dx.
b
2π −∞ cw

Using properties of the Fourier transform, we will show that

Z ∞
1 1
(1) √ fb(w) cos cwteiwx dw = [f(x − ct) + f(x + ct)];
2π −∞ 2
Z ∞ Z
1 1 1 x+ct
(2) √ g(w) sin cwt eiwx dw =
b g(s) ds.
2π −∞ w 2 x−ct

To prove (1), note that

eicwt + e−icwt
cos cwt = ,
2
so
Z ∞
1
√ fb(w) cos cwteiwx dw
2π −∞
Z ∞
1 eicwt + e−icwt iwx
= √ fb(w) ( )e dw
2π −∞ 2
 Z ∞ Z ∞ 
1 1 1
= √ fb(w) eiw(x+ct) dw √ fb(w) eiw(x−ct) dw
2 2π −∞ 2π −∞
1
= [f(x + ct) + f(x − ct)];
2
 Section 11.3 The Fourier Transform Method 235

because the first integral is simply the inverse Fourier transform of fb evaluated at x + ct, and the
second integral is the inverse Fourier transform of fb evaluated at x − ct. This proves (1). To prove
(2), we note that the left side of (2) is an inverse Fourier transform. So (2) will follow if we can show
that
Z x+ct 
2
(3) F g(s) ds = b g(w) sin cwt.
x−ct w

Let G denote an antiderivative of g. Then (3) is equivalent to

2 c0
F (G(x + ct) − G(x − ct)) (w) = G (w) sin cwt.
w
c0 = iwG,
Since G b the last equation is equivalent to

(4) b
F (G(x + ct)) (w) − F (G(x − ct)) (w) = 2iG(w) sin cwt.

Using Exercise 19, Sec. 7.2, we have

F (G(x + ct)) (w) − F (G(x − ct)) (w) = eictw F(G)(w) − e−ictw F(G)(w)


= F(G)(w) eictw − e−ictw
= b
2iG(w) sin cwt,

where we have applied the formula

eictw − e−ictw
sin ctw = .
2i
This proves (4) and completes the solution.
11 The Fourier Transform and its Applications

Solutions to Exercises 11.4

√
x2
1. Repeat the solution of Example 1 making some adjustments: c = 12 , gt(x) = √2 e− t
t
,

u(x, t) = f ∗ gt(x)
Z ∞ √
1 2 (x−s)2
= √ f(s) √ e− t ds
2π −∞ t
Z 1
20 (x−s)2 x−s 1
= √ e− t ds (v = √ , dv = − √ ds)
tπ −1 t t
Z x+1
√
20 t 2
= √ e−v ds
π x−1√
t
 
x+1 x−1
= 10 erf( √ ) − erf( √ ) .
t t

9. Fourier transform the problem:

du
b(w, t) = −e−t w2u
u b(w, t), b(w, 0) = fb(w).
u
dt
b(w, t):
Solve for u
2 −t
b(w, t) = fb(w)e−w (1−e ) .
u
Inverse Fourier transform and note that
 2 −t

u(x, t) = f ∗ F −1 e−w (1−e ) .

With the help of Theorem 5, Sec. 7.2 (take a = 1 − e−t ), we find

  1 x2
2 −t −
F −1 e−w (1−e ) = √ √ e 4(1−e−t ) .
2 1 − e−t
Thus Z ∞ (x−s)2
1 −
4(1−e−t )
u(x, t) = √ √ f(s)e ds.
2 π 1 − e−t −∞

13. If in Exercise 9 we take 

100 if |x| < 1,
f(x) =
0 otherwise,
then the solution becomes
Z 1 (x−s)2
50 −
4(1−e−t )
u(x, t) = √ √ e ds.
π 1 − e−t −1

Let z = √x−s , dz = √−ds . Then

2 1−e−t 2 1−e−t

√ Z √x+1
50 2 1−e−t 2
u(x, t) = √ √ 2 1−e−t e−z dz
π 1 − e−t √ x−1
2 1−e−t
Z √x+1
100 2 1−e−t −z2
= √ e dz
π √x−1
2 1−e−t
    
x+1 x−1
= 50 erf √ − erf √ .
2 1 − e−t 2 1 − e−t
 Section 11.4 The Heat Equation and Gauss’s Kernel 237

   

As t increases, the expression erf 2√x+1
1−e−t
− erf √x−1
2 1−e−t
approaches very quickly erf x+1
2
−
x−1


erf 2 , which tells us that the temperature approaches the limiting distribution
    
x+1 x−1
50 erf − erf .
2 2
You can verify this assertion using graphs.
17. (a) If 
T0 if a < x < b,
f(x) =
0 otherwise,
then Z b
T0 (x−s)2
u(x, t) = √ e− 4c2 t ds.
2c πt a
x−s −ds
(b) Let z = √ ,
2c t
dz = √ .
2c t
Then
Z x−a
T0 √ √
2c t 2
u(x, t) = √ 2c t e−z dz
2c πt x−b
√
2c t
    
T0 x−a x−b
= erf √ − erf √ .
2 2c t 2c t

25. Let u2(x, t) denote the solution of the heat problem with initial temperature distribution
2 2
f(x) = e−(x−1) . Let u(x, t) denote the solution of the problem with initial distribution e−x .
Then, by Exercise 23, u2(x, t) = u(x − 1, t)
By (4), we have
1 2 2 2
u(x, t) = √ e−x /(4c t) ∗ e−x .
c 2t
1
We will apply Exercise 24 with a = 4c2 t and b = 1. We have
ab 1 1
= × 1
a+b 4c2t 4c2 t
+1
1
=
1 + 4c2 t
1 1
p = q
2(a + b) 2( 4c12 t + 1)
√
c 2t
= √ .
4c2 t + 1
So
1 2 2 2
u(x, t) = √ e−x /(4c t) ∗ e−x
c 2t
√
1 c 2t − x
2

= √ ·√ e 1+4c2 t
c 2t 4c2t + 1
1 − x
2

= √ e 1+4c2 t ,
4c2t + 1
and hence 2
1 − (x−1)
u2 (x, t) = √ e 1+4c2 t .
4c2t + 1
11 The Fourier Transform and its Applications

29. Parts (a)-(c) are obvious from the definition of gt(x).

(d) The total area under the graph of gt(x) and above the x-axis is
Z ∞ Z ∞
1 2 2
gt (x) dx = √ e−x /(4c t) dx
−∞ c 2t −∞
√ Z
2c t ∞ −z2 x √
= √ e dz (z = √ , dx = 2c t dz)
c 2t −∞ 2c t
√ Z ∞ −z2 √
2 e dz = 2π,
−∞

by (4), Sec. 7.2.

(e) To find the Fourier transform of gt(x), apply (5), Sec. 7.2, with
1 1 √ 1
a= , √ = 2c 2t, = c2 t.
4c2t 2a 4a

We get
1  2 2

b
gt(w) = √ F e−x /(4c t) dx
c 2t
1 √ 2 2
= √ × 2c 2te−c tω
c 2t
2
tω 2
= e−c .

(f) If f is an integrable and piecewise smooth function, then at its points of continuity, we have

lim gt ∗ f(x) = f(x).

t→0

This is a true fact that can be proved by using properties of Gauss’s kernel. If we interpret f(x)
as an initial temperature distribution in a heat problem, then the solution of this heat problem is
given by
u(x, t) = gt ∗ f(x).
If t → 0, the temperature u(x, t) should approach the initial temperature distribution f(x). Thus
limt→0 gt ∗ f(x) = f(x).
Alternatively, we can use part (e) and argue as follows. Since
2
tω 2
lim F (gt) (ω) = lim e−c = 1,
t→0 t→0

So
lim F (gt ∗ f) = lim F (gt ) F (f) = F (f) .
t→0 t→0

You would expect that the limit of the Fourier transform be the transform of the limit function. So
taking inverse Fourier transforms, we get limt→0 gt ∗ f(x) = f(x). (Neither one of the arguments
that we gave is rigorous.)
 Section 11.5 A Dirichlet Problem and the Poisson Integral Formula 239

Solutions to Exercises 11.5

1. To solve the Dirichlet problem in the upper half-plane with the given boundary function, we use
formula (5). The solution is given by
Z
y ∞ f(s)
u(x, y) = ds
π −∞ (x − s)2 + y2
Z 1
50y ds
=
π −1 (x − s)2 + y2
    
50 −1 1+x −1 1−x
= tan + tan ,
π y y

where we have used Example 1 to evaluate the definite integral.

5. Appealing to (4) in Section 7.5, with y = y1 , y2 , y1 + y2 , we find

F(Py1 )(w) = e−y1 |w|, F(Py2 )(w) = e−y2 |w|, F(Py1 +y2 )(w) = e−(y1 +y2 )|w| .

Hence
F(Py1 )(w) · F(Py2 )(w) = e−y1 |w|e−y2 |w| = e−(y1 +y2 )|w| = F(Py1 +y2 )(w).
But
F(Py1 )(w) · F(Py2 )(w) = F(Py1 ∗ Py2 )(w),
Hence
F(Py1+y2 )(w) = F(Py1 ∗ Py2 )(w);
and so Py1+y2 = Py1 ∗ Py2 .
11 The Fourier Transform and its Applications

Solutions to Exercises 11.6

1. The even extension of f(x) is

1 if −1 < x < 1,
fe (x) =
0 otherwise.

The Fourier transform of fe (x) is computed in Example 1, Sec. 7.2 (with a = 1). We have, for
w ≥ 0, r
2 sin w
Fc (f)(w) = F(fe )(w) = .
π w
To write f as an inverse Fourier cosine transform, we appeal to (6). We have, for x > 0,
r Z ∞
2
f(x) = Fc(f)(w) cos wx dw,
π 0
or 
Z ∞  1 if 0 < x < 1,
2 sin w
cos wx dw = 0 if x > 1,
π 0 w  1
2
if x = 1.
Note that at the point x = 1, a point of discontinuity of f, the inverse Fourier transform is equal to
(f(x+) + f(x−))/2.
5. The even extension of f(x) is

cos x if −2π < x < 2π,
fe (x) =
0 otherwise.

Let’s compute the Fourier cosine transform using definition (5), Sec. 7.6:
r Z 2π
2
Fc(f)(w) = = cos x cos wx dx
π 0
r Z 2π
2 1
= [cos(w + 1)x + cos(w − 1)x] dx
π 0 2
r  2π
1 2 sin(w + 1)x sin(w − 1)x 
= +  (w 6= 1)
2 π w+1 w−1 0
r  
1 2 sin 2(w + 1)π sin 2(w − 1)π
= + (w =6 1)
2 π w+1 w−1
r  
1 2 sin 2πw sin 2πw
= + (w 6= 1)
2 π w+1 w−1
r
2 w
= sin 2πw 2 (w 6= 1).
π w −1
Also, by l’Hospital’s rule, we have
r
2 w √
lim sin 2πw 2 = 2π,
w→0 π w −1
which is the value of the cosine transform at w = 1.
To write f as an inverse Fourier cosine transform, we appeal to (6). We have, for x > 0,
Z 
2 ∞ w cos x if 0 < x < 2π,
sin 2πw cos wx dw =
π 0 w2 − 1 0 if x > 2π.
 Section 11.6 The Fourier Cosine and Sine Transforms 241

For x = 2π, the integral converges to 1/2. So

Z
2 ∞ w 1
2
sin 2πw cos 2πw dw = .
π 0 w −1 2

9. Applying the definition of the transform and using Exercise 17, Sec. 2.6 to evaluate the integral,
r Z ∞
−2x 2
Fs (e )(w) = e−2x sin wx dx
π 0
r ∞
2 e−2x 
= [−w cos wx − 2 sin wx]
π 4+w 2 
x=0
r
2 w
= .
π 4 + w2
The inverse sine transform becomes
Z ∞
2 w
f(x) = sin wx dw.
π 0 4 + w2

1
13. We have fe (x) = 1+x2 . So
    r
1 1 π −w
Fc =F = e (w > 0),
1 + x2 1 + x2 2

by Exercise 11, Sec. 7.2.

cos x
17. We have fe (x) = 1+x2
. So
    r  
cos x cos x π −|w−1|
Fc =F = e + e−(w+1) (w > 0),
1 + x2 1 + x2 2

by Exercises 11 and 20(b), Sec. 7.2.

21. From the definition of the inverse transform, we have Fcf = Fc−1f. So FcFc f = Fc Fc−1 f = f.
Similarly, FsFs f = FsFs−1 f = f.
The Fourier Transform and its Applications

Solutions to Exercises 11.7

1. Fourier sine transform with respect to x:
=0
q z }| {
d 2
bs (w,
dt u t) = −w2 u
bs (w, t) + π w u(0, t)

d
b (w,
u
dt s
t) = −w2 u
bs(w, t).

bs(w, t) and get

Solve the first-order differential equation in u
2
bs (w, t) = A(w)e−w t .
u

Fourier sine transform the initial condition

r
2 1 − cos bw
bs(w, 0) = A(w) = Fs (f(x))(w) = T0
u .
π w
Hence r
2 1 − cos bw −w2 t
bs (w, t) =
u e .
π w
Taking inverse Fourier sine transform:
Z ∞
2 1 − cos bw −w2 t
u(x, t) = e sin wx dw.
π 0 w

5. If you Fourier cosine the equations (1) and (2), using the Neumann type condition

∂u
(0, t) = 0,
∂x
you will get
=0
z }| {
h q d i
d 2
bc (w,
dt u t) = c2 − w2u
bc (w, t) − π u(0, t)
dx
d
bc (w,
dt u t) = −c2 w2u
bc (w, t).

bc(w, t) and get

Solve the first-order differential equation in u
2
w2 t
bc (w, t) = A(w)e−c
u .

Fourier cosine transform the initial condition

bc (w, 0) = A(w) = Fc (f)(w).

u

Hence
2
w2 t
bs(w, t) = Fc (f)(w)e−c
u .
Taking inverse Fourier cosine transform:
r Z ∞
2 2 2
u(x, t) = Fc (f)(w)e−c w t cos wx dw.
π 0
 Section 11.7 Problems Involving Semi-Infinite Intervals 243

9. (a) Taking the sine transform of the heat equation (1) and using u(0, t) = T0 for t > 0, we get
h r i
d 2 2 2
bs(w, t) = c − w u
u bs (w, t) + wu(0, t) ;
dt π
or r
d 2 2 2 2
bs (w, t) + c ω u
u bs (w, t) = c wT0 .
dt π
Taking the Fourier sine transform of the boundary condition u(x, 0) = 0 for x > 0, we get ubs (w, 0) =
0. q
(b) A particular solution of the differential equation can be guessed easily: u bs(w, t) = π2 Tw0 . The
general solution of the homogeneous differential equation:
d
bs(w, t) + c2ω2 u
u bs (w, t) = 0
dt
2
w2 t
bs(w, t) = A(w)e−c
is u . So the general solution of the nonhomogeneous differential equation is
r
−c2 w 2 t 2 T0
bs(w, t) = A(w)e
u .
π w
q q
bs(w, 0) = A(w) π2 Tw0 = 0, we find A(w) = − π2 Tw0 . So
Using u
r r
2 T0 2 T0 −c2 w2 t
bs (w t) =
u − e .
π w π w
Taking inverse sine transforms, we find
Z  
2 ∞ T0 T0 −c2 w2 t
u(x, t) = − e sin wx dw
π 0 w w
=sgn (x)=1
z Z }| { Z
2 ∞ sin wx 2T0 ∞ sin wx −c2 w2 t
= T0 dw − e dw
π 0 w π 0 w
Z ∞
2T0 sin wx −c2 w2 t
= T0 − e dw
π 0 w

13. Proceed as in Exercise 11 using the Fourier sine transform instead of the cosine transform and
the condition u(x 0) = 0 instead of uy (x, 0) = 0. This yields
=0
q z }| {
d2
bs(x,
dx2 u bs (x, w) + π2 u(x, 0) = 0
w) − w u2

d2
bs (x,
dx2 u w) = w2 u
bs(x, w).

The general solution is

bs (x, w) = A(w) cosh wx + B(w) sinh wx.
u
Using r
−y 2 w
bs(0, w) = 0 and
u bs(1, w) = Fs(e
u )= ,
π 1 + w2
we get r
2 w 1
A(w) = 0 and B(w) = 2
· .
π 1 + w sinh w
The Fourier Transform and its Applications

Hence r
2 w sinh wx
bs (x, w) =
u .
π 1 + w2 sinh w
Taking inverse sine transforms:
Z ∞
2 w sinh wx
u(x, y) = sin wy dw.
π 0 1 + w2 sinh w