Unit IV Fourier

Transform
D.Meiyappan
Department of Applied Mathematics
SVCE
Definitions:
•The fourier transform of a function f(x) is defined by

•The fourier cosine transform of a function f(x) is defined by

•The fourier sine transform of a function f(x) is defined by

Inversion Formula:
•If F(s) is fourier transform of f(x) then

•Inversion formula for fourier cosine transform is

•Inversion formula for fourier sine transform is

Note: Write the fourier transform pair.

Fourier Integral theorem:
Let f(x) be a function which satisfies the Dirichlet’s conditions
in every interval (-l, l) then
Properties:
•Fourier transform is linear. (i.e)
•Shifting Theorem

x-a=y
dx=dy
 1 s
Change of scale property F [ f ( a x )]  F  , a  0
a a

1
Proof: F [ f ( x)] 
2


f ( x) e i s x dx


1
F [ f (a x)] 
2


f (a x) e i s x dx
Put ax=t
a dx =dt
 t
1 is dt

2 
 f (t ) e a
a
 s
1 1 i t
 
a 2  
f (t ) e a
dt
1 s
 F 
a a
Proof: 
1
F [ f ( x)] 
2


f ( x) e i s x dx


1
F[ f ( x) cos a x] 
2 
 f ( x) cos a x e i s x dx


1  ei a x  e  i a x  isx

2 
 f ( x) 
 2
 e dx

 1  1 
1
 
 
i (s  a) x i (s  a) x
  f ( x) e dx  f ( x) e dx 
2  2  2  

1
 [ F ( s  a)  F ( s  a)]
2

Property:
•F.T of derivatives

Properties regarding Fourier cosine and sine transformations

Definition: The convolution of two functions f(x) and g(x) is
defined by

State and prove convolution theorem for fourier transform

(By changing the order of integration)

(By shifting theorem)

State and Prove Parseval’s identity for fourier transform

Let x=-y
dy=-dy
Proof of the main theorem:
By convolution theorem
Results:
Results
Problem 1: Find the fourier transform of

where a is a positive real number. Hence prove that

By inversion formula
By parseval’s identity
Definition: If a transformation of a function f(x) is equal to f(s)

then the function f(x) is called self reciprocal.

Problem 4: Find the fourier transform of

Hence prove that

By Fourier inversion formula
By parseval’s identity
By inversion formula for fourier sine transform
By inversion formula for fourier cosine transform
 

4
 sin t 
0  t  dt 
3

1
1

2
 (1 | x | ) (cos sx  i sin sx) dx
1
1
2

2
 (1 | x | ) cos sx dx  0
0
 1
2

  (1  x ) cos sx dx
0
1
2   sin sx    cos sx 
 (1  x)    (1)  
   s   s
2
 0
2  cos s   1 
  0  2   0  2 
  s   s 
2 1  cos s 
(i.e.) F [ f ( x)] 
  s 2 
 

  
2 2
Using Parseval’s identity, we have
| F ( s ) | ds | f ( x ) | dx
 
 2 1

 2 1  cos s   1 

     s 2  
       1  dx   0. dx
2
ds 0. dx (1 | x | )
1


 1  cos s 
2 1
2
      2
ds (1 | x | ) dx
   s 2
 1


4  1  cos s 
2 1

      2
ds 2 (1 x ) dx
 0 s 2
 0
Put s = 2t

4  1  cos 2t 
2
 (1  x)  3 1 ds = 2dt
 
 0  4t 2  2dt  2 
   3

0

8  1  cos 2t    1 
2

 
16 0  t 2  dt  2 {0}   
   3 
  2
1  2 sin t 
2
2
2 0  t 2  dt  3
 2
4  sin
2
t 2
2 0  t 2  dt 
 3


4
 sin t 
(i.e.)    dt 
0
t  3

Problem 13: Find the Fourier transform of

a  | x | , | x |  a
f ( x)  
 0 , | x|  a
Hence deduce that

 

4
sin t  sin t 
(i )  dt  (ii )    dt 
0 
0
t 2 t  3


1
Solution: F [ f ( x)] 
2


f ( x) e i s x dx

1  a a  
  dx   (a  | x | ) e dx   0.e dx 
isx isx isx
0. e
2   a a 
a
1

2 a
 (a | x | ) (cos sx  i sin sx) dx
 a
2

2
 (a | x | ) cos sx dx  0
0

a
2

  (a  x ) cos sx dx
0
a
2   sin sx    cos sx 
 (a  x)    (1)  
   s   s
2
 0

2  cos sa   1 
  0    0  2 
  s 2
  s 

2 1  cos as
(i.e.) F[ f ( x)] 
 s2
Using inverse Fourier transform, we have

1
 F[ f ( x)] e
i s x
f ( x)  ds
2 

1 2  1  cos as 

2 
 
  s 2  (cos sx  i sin sx) ds

 
1  1  cos as  1  1  cos as 
    cos sx ds  i    sin sx ds
   s 2
    s 2


2  1  cos as 
   cos sx ds  0
0 s 2


 1  cos as  

0

 s 2  cos sx ds  f ( x)
 2
Put x  0 we get

 1  cos a s  

0

 s 2  ds  f (0)
 2
  Put as = 2t
  
 1  cos 2t  2 dt   (a) ads = 2dt
0  4t 2  a 2
 
 a2 

 2 sin 2 t  a
2a   2
 dt 
0 
4t  2


2
 sin t 
0  t  dt  2
Using Parseval’s identity, we have
 

  
2 2
| F ( s ) | ds | f ( x ) | dx
 
2
a

 2 1  cos as   a 

     s 2  
       a  dx   0. dx
2
ds 0. dx ( a | x | )
a


 1  cos as 
2 a
2
      2
ds ( a | x | ) dx
   s 2
 a


4  1  cos as 
2 a

      2
ds 2 ( a x ) dx
 0 s 2
 0
Put as = 2t
ads = 2dt
  a
4  1  cos 2t  2dt  (a  x) 
2 3

  2 2 
 0  4t / a  a
 2
  3 
0

8 a 3  1  cos 2t 
2
  a 3 
 
16 0  t 2  dt  2 {0}   
   3 
3  2
a  2 sin t 
2
2 a3
2 0  t 2  dt  3
 2
4  sin
2
t 2
2 0  t 2  dt 
 3


4
 sin t 
(i.e.) 0  t  dt 
3
 Problem 14:Find the Fourier sine and cosine transform of
1
x n1 , 0  n  1, x  0 and hence prove that
x
is self reciprocal under both Fourier sine and cosine transforms.

Sol. Consider

 
2 2
Fc [ f ( x)]  i Fs [ f ( x)] 
  f ( x) cos sx dx  i
0
  f ( x) sin sx dx
0


2

  f ( x) (cos sx  i sin sx) dx
0


2

 
0
f ( x) e  i s x dx
 
2
Fc [ x n1 ]  i Fs [ x n1 ]   e dx
n 1  i s x
x
 0

2  ( n)
 
 ( n)
x
n 1 a x
 (is ) n since e dx  n
0
a
2  ( n)
 (i) n
 sn
 n n  2 (n)
  cos  i sin 
 2 2   sn

Equating R.P and I.P, we get

2  ( n) n
Fc [ x n1 ]  cos        (1)
 s n
2
 2  ( n) n
Fs [ x n1 ]  sin        (2)
 s n
2

1
Put n  in equation (1), we have
2
2 (1/ 2) 
1
1
Fc [ x ] 
2
cos
 s1 / 2 4
 1  2  1
Fc    1
 x  s 2 
s
1
Put n  in equation (2), we have
2

2 (1/ 2) 
1
1
Fs [ x 2
] sin
 s 1/ 2
4
  1  2  1 1
Fs    
 x  s 2 s

Hence
1
is self reciprocal under Fourier sine and cosine transforms.
x

Problem 15: Use transform methods to evaluate

 
dx x 2 dx
i)  2
0
( x  1)( x  4)
2 ii ) 0 ( x 2  9)( x 2  25)

Sol. (i) Let f ( x)  e  x and g ( x)  e 2 x then

 2 1 2
2
Fc ( s)  Gc ( s) 
 s2 1  s2  4
 

 F (s) G (s) ds   f ( x) g ( x) dx
0
c c
0

 
2 1 2 2
 
 x 2x
ds  e e dx
0
 s2 1  s 4
2
0
 
4 ds
 
3 x
 e dx
 0 ( s  1)(s  4) 0
2 2


e 3x
 
 3  0

 1 
 0 
  3 
 
4 ds 1
 0 ( s 2  1)(s 2  4) 3



dx 
(i.e.)  2 
0
( x  1)( x  4) 12
2

(ii) Let f ( x)  e 3 x and g ( x)  e 5 x then

2 s 2 s
Fs ( s)  Gs ( s ) 
 s2  9  s 2  25

 

 F (s) G (s) ds   f ( x) g ( x) dx
0
s s
0

 
2 s 2 s
 
3x 5 x
ds  e e dx
0
 s2  9  s  25
2
0
  
2 s 2 ds
 
8 x
 e dx
 0 ( s  9)(s  25) 0
2 2


 e8 x 
 
  8 0
 1 
 0 
  8 

2 s 2 ds 1
 0 ( s 2  9)( s 2  25) 8



x 2 dx 
(i.e.)  2 
0
( x  9)( x  25) 16
2


dx
Problem 16:Using transforms evaluate  2
0
( x  a 2
)( x 2
 b 2
)
Soln. Let f ( x)  e  a x and g ( x)  e bx then

2 a
Fc ( s)  Gc ( s) 
b 2
 s2  a2  s2  b2
 

 F (s) G (s) ds   f ( x) g ( x) dx
0
c c
0

 
2 a 2 b
 
 a x b x
ds  e e dx
0
 s2  a2  s b
2 2
0

 
2ab ds
 
 ( a b ) x
 e dx
 0 ( s  a )(s  b ) 0
2 2 2 2


e 
 ( a b ) x
 
  ( a  b ) 0
  1 
 0  
  ( a  b ) 

2ab ds 1
 0 ( s 2  a 2 )( s 2  b 2 ) a  b



dx 
(i.e.) 0 ( x 2  a 2 )( x 2  b 2 ) 2ab(a  b)


Problem 17: Using Parseval’s identity, calculate


dx 
i)  2 x 2 dx
( x  a 2 2
) ii )  2
0
0
( x  4 ) 2

2a
Soln. (i) Let f ( x)  e a x
then Fc ( s ) 
 s2  a2
Using Parseval’s identity for Fourier cosine transform, we have

 

  
2 2
| Fc ( s ) | ds | f ( x ) | dx
0 0

2

 2 a 


0   s  a 
  0
a x 2
2 2
ds  ( e ) dx

 
2a 2 ds
 0 ( s 2  a 2 ) 2 0
2a x
 e dx

e 
2a x
 
  2a 0
 1 
 0 
  2a 

2a 2 ds 1

 0 ( s  a ) 2a
2 2 2

 
dx 
(i.e.) 0 ( x 2  a 2 ) 2 4a 3


(ii) Let f ( x)  e 2 x then

2s
Fs ( s) 
 s2  a2
Using Parseval’s identity for Fourier sine transform, we have
 

 s  
2 2
| F ( s ) | ds | f ( x ) | dx
0 0

2

 2 s 


0   s  4 
  0 ) dx
2x 2
2
ds  ( e

 
2 s 2 ds
 
4x
 e dx
 0 ( s  4) 0
2 2
 
 e4 x 
 
 4 0

 1 
 0 
  4 

2 s 2 ds 1

 0 ( s  4) 4
2 2



x 2 dx 
(i.e.)  2 
0
( x  4 ) 2
8