Appendix A:

The Fourier Transform

We review here some of the basic properties of the Fourier transform
and how they are used in solving differential equations. We employ these
techniques throughout the text.

A.1 DEFINITION AND PROPERTIES OF FOURIER TRANSFORMS

The Fourier transform is the natural extension of Fourier series to

a function f (t) of infinite period. The Fourier transform is defined in
terms of a pair of integrals:
 ∞
1
f (t) = F (ω)eiωt dω, (A.1.1)
2π −∞

and  ∞
F (ω) = f (t)e−iωt dt. (A.1.2)
−∞

Equation (A.1.2) is the Fourier transform of f (t) while (A.1.1) is the

inverse Fourier transform, which converts a Fourier transform back to
f (t). Hamming1 has suggested the following analog in understanding

1 Hamming, R. W., 1977: Digital Filters. Prentice-Hall, p. 136.

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Table A.1.1: Some General Properties of Fourier Transforms

function, f (t) Fourier transform, F(ω)

1. Linearity c1 f (t) + c2 g(t) c1 F (ω) + c2 G(ω)

2. Complex f ∗ (t) F ∗ (−ω)

conjugate

3. Scaling f (αt) F (ω/α)/|α|

4. Delay f (t − τ ) e−iωτ F (ω)

5. Frequency eiω0 t f (t) F (ω − ω0 )

translation

6. Duality in time F (t) 2πf (−ω)

and frequency

7. Time f  (t) iωF (ω)

differentiation

the Fourier transform. Let us imagine that f (t) is a light beam. Then
the Fourier transform, like a glass prism, breaks up the function into its
component frequencies ω, each of intensity F (ω). In optics, the various
frequencies are called colors; by analogy the Fourier transform gives
us the color spectrum of a function. On the other hand, the inverse
Fourier transform blends a function’s spectrum to give back the original
function.

• Example A.1.1

Repeatedly in this book, we must find the Fourier transform of the

derivative of a function f (t) that is differentiable for all t and vanishes
as t → ±∞. From the definition of the Fourier transform,
 ∞
F[f  (t)] = f  (t)e−iωt dt (A.1.3)
−∞
 ∞
∞
= f (t)e−iωt −∞ + iω f (t)e−iωt dt (A.1.4)
−∞
= iωF (ω), (A.1.5)
where F (ω) is the Fourier transform of f (t). Similarly,
F[f  (t)] = −ω 2 F (ω). (A.1.6)

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 In principle, we can compute any Fourier transform from the defini-
tion. However, it is far more efficient to derive some simple relationships
that relate transforms to each other. Some of the most useful properties
are given in Table A.1.1.

A.2 INVERSION OF FOURIER TRANSFORMS

Although we can find the inverse by direct integration or partial

fractions, in many instances, the Fourier transform does not lend itself
to these techniques. On the other hand, if we view the inverse Fourier
transform as a line integral along the real axis in the complex ω-plane,
then we can use complex variable theory to evaluate the integral. To
this end, we rewrite the inversion integral (A.1.1) as
 ∞  
1 1 1
f (t) = F (ω)eitω dω = F (z)eitz dz − F (z)eitz dz,
2π −∞ 2π C 2π CR
(A.2.1)
where C denotes a closed contour consisting of the entire real axis plus
a new contour CR that joins the point (∞, 0) to (−∞, 0). There are
countless possibilities for CR . For example, it could be the loop (∞, 0)
to (∞, R) to (−∞, R) to (−∞, 0) with R >  0. However, any choice
of CR must be such that we can compute CR F (z)eitz dz. When we
take that constraint into account, the number of acceptable contours
decreases to just a few. The best is given by Jordan’s lemma:

Jordan’s lemma: Suppose that, on a circular arc CR with radius R

and center at the origin, f (z) → 0 uniformly as R → ∞. Then

(1) lim f (z)eimz dz = 0, (m > 0) (A.2.2)
R→∞ CR

if CR lies in the first and/or second quadrant;


(2) lim f (z)e−imz dz = 0, (m > 0) (A.2.3)
R→∞ CR

if CR lies in the third and/or fourth quadrant;


(3) lim f (z)emz dz = 0, (m > 0) (A.2.4)
R→∞ CR

if CR lies in the second and/or third quadrant; and


(4) lim f (z)e−mz dz = 0, (m > 0) (A.2.5)
R→∞ CR

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if CR lies in the first and/or fourth quadrant.

The proof is given elsewhere. Consider now the following inversions

of Fourier transforms:

• Example A.2.1

Let us find the inverse for

1
F (ω) = , a, b > 0. (A.2.6)
ω 2 − 2ibω − a2 − b2

From the inversion integral,

 ∞
1 eitω
f (t) = dω, (A.2.7)
2π −∞ ω 2 − 2ibω − a2 − b2

or
 
1 eitz 1 eitz
f (t) = dz − dz,
2π C z − 2ibz − a − b
2 2 2 2π CR z − 2ibz − a − b
2 2 2

(A.2.8)
where C denotes a closed contour consisting of the entire real axis plus
CR . Because f (z) = 1/(z 2 − 2ibz − a2 − b2 ) tends to zero uniformly as
|z| → ∞ and m = t, the second integral in (A.2.8) vanishes by Jordan’s
lemma if CR is a semicircle of infinite radius in the upper half of the
z-plane when t > 0 and a semicircle in the lower half of the z-plane
when t < 0.
Next, we must find the location and nature of the singularities.
They are located at

z 2 − 2ibz − a2 − b2 = 0, (A.2.9)

or
z = ±a + bi. (A.2.10)
Therefore we can rewrite (A.2.8) as

1 eitz
f (t) = dz. (A.2.11)
2π C (z − a − bi)(z + a − bi)

Thus, all of the singularities are simple poles.

Consider now t > 0. As stated earlier, we close the line integral
with an infinite semicircle in the upper half-plane. See Figure A.2.1.
Inside this closed contour there are two singularities: z = ±a + bi. For
these poles,

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 y

CR for t > 0
-a+bi a+bi
111111111111111111111111111111111
000000000000000000000000000000000
original contour x

CR for t < 0

Figure A.2.1: Contour used to find the inverse of the Fourier transform (A.2.6).
The contour C consists of the line integral along the real axis plus CR .

 
eitz
Res ; a + bi
z 2 − 2ibz − a2 − b2
eitz
= lim (z − a − bi) (A.2.12)
z→a+bi (z − a − bi)(z + a − bi)
eiat e−bt e−bt
= = [cos(at) + i sin(at)], (A.2.13)
2a 2a
where we used Euler’s formula to eliminate eiat . Similarly,
 
eitz e−bt
Res 2 ; −a + bi =− [cos(at) − i sin(at)].
z − 2ibz − a − b
2 2 2a
(A.2.14)
Consequently, the inverse Fourier transform follows from (A.2.11) after
applying the residue theorem and equals

e−bt
f (t) = − sin(at) (A.2.15)
2a
for t > 0.
For t < 0 the semicircle is in the lower half-plane because the con-
tribution from the semicircle vanishes as R → ∞. Because there are
no singularities within the closed contour, f (t) = 0. Therefore, we can
write in general that

e−bt
f (t) = − sin(at)H(t). (A.2.16)
2a

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• Example A.2.2

Let us find the inverse of the Fourier transform

e−ωi
F (ω) = , (A.2.17)
ω2+ a2

where a is real and positive.

From the inversion integral,
 ∞
1 ei(t−1)ω
f (t) = dω (A.2.18)
2π −∞ ω 2 + a2
 
1 ei(t−1)z 1 ei(t−1)z
= 2 2
dz − dz, (A.2.19)
2π C z +a 2π CR z 2 + a2

where C denotes a closed contour consisting of the entire real axis plus
CR . The contour CR is determined by Jordan’s lemma because 1/(z 2 +
a2 ) → 0 uniformly as |z| → ∞. Since m = t − 1, the semicircle CR
of infinite radius lies in the upper half-plane if t > 1 and in the lower
half-plane if t < 1. Thus, if t > 1,
 i(t−1)z
1 e e−a(t−1)
f (t) = (2πi)Res 2 2
; ai = , (A.2.20)
2π z +a 2a

whereas for t < 1,

 i(t−1)z
1 e ea(t−1)
f (t) = (−2πi)Res 2 ; −ai = . (A.2.21)
2π z + a2 2a

The minus sign in front of the 2πi arises from the clockwise direction
or negative sense of the contour. We can write the inverse as the single
expression
e−a|t−1|
f (t) = . (A.2.22)
2a

A.3 SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

As with Laplace transforms, we can use Fourier transforms to solve

differential equations. However, this method gives only the particular
solution and we must find the complementary solution separately.
Consider the differential equation

y  + y = 12 e−|t| , −∞ < t < ∞. (A.3.1)

© 2001 by Chapman & Hall/CRC

Taking the Fourier transform of both sides of (A.3.1),
 0  ∞
1
iωY (ω)+Y (ω) = 1
2 et−iωt dt+ 12 e−t−iωt dt = , (A.3.2)
−∞ 0 ω2 + 1

where we used the time differentiation rule from Table A.1.1 to obtain
the transform of y  and Y (ω) = F[y(t)]. Therefore,

1
Y (ω) = . (A.3.3)
(ω 2 + 1)(1 + ωi)

Applying the inversion integral to (A.3.3),

 ∞
1 eitω
y(t) = dω. (A.3.4)
2π −∞ (ω 2 + 1)(1 + ωi)

We evaluate (A.3.4) by contour integration. For t > 0 we close the line

integral with an infinite semicircle in the upper half of the ω-plane. The
integration along this arc equals zero by Jordan’s lemma. Within this
closed contour we have a second-order pole at z = i. Therefore,
 
eitz d eitz
Res ; i = lim (z − i)2
(A.3.5)
(z 2 + 1)(1 + zi) z→i dz i(z − i)2 (z + i)
te−t e−t
= + , (A.3.6)
2i 4i
and  −t
1 te e−t e−t
y(t) = (2πi) + = (2t + 1). (A.3.7)
2π 2i 4i 4
For t < 0, we again close the line integral with an infinite semicircle,
but this time it is in the lower half of the ω-plane. The contribution
from the line integral along the arc vanishes by Jordan’s lemma. Within
the contour, we have a simple pole at z = −i. Therefore,

eitz eitz et
Res ; −i = lim (z + i) = − ,
(z 2 + 1)(1 + zi) z→−i i(z + i)(z − i)2 4i
(A.3.8)
and  t
1 e et
y(t) = (−2πi) − = . (A.3.9)
2π 4i 4
The minus sign in front of the 2πi results from the clockwise direction
or negative sense in which the closed contour is taken. Using the Heav-
iside step function, we can combine (A.3.7) and (A.3.9) into the single
expression
y(t) = 14 e−|t| + 12 te−t H(t). (A.3.10)

© 2001 by Chapman & Hall/CRC

 Note that we found only the particular or forced solution to (A.3.1).
The most general solution therefore requires that we add the comple-
mentary solution Ae−t , yielding

y(t) = Ae−t + 14 e−|t| + 12 te−t H(t). (A.3.11)

The arbitrary constant A would be determined by the initial condition,

which we have not specified.

A.4 SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS

Just as we can solve ordinary differential equations by Fourier trans-

forms, similar considerations hold for partial differential equations. To
illustrate this technique, let us calculate the sound waves2 radiated by
a sphere of radius a whose surface expands radially with an impulsive
acceleration v0 δ(t).
If we assume radial symmetry, the wave equation is
 
1 ∂ ∂u 1 ∂2u
r2 = , (A.4.1)
r2 ∂r ∂r c2 ∂t2

subject to the boundary condition

∂u
= −ρv0 δ(t) (A.4.2)
∂r

at r = a, where u(r, t) is the pressure field, c is the speed of sound,

and ρ is the average density of the fluid. Assuming that the pressure
field possesses a Fourier transform, we may re-express it by the Fourier
integral  ∞
1
u(r, t) = U (r, ω)eiωt dω. (A.4.3)
2π −∞
Substituting into (A.4.1)–(A.4.2), they become
 ∞   
1 1 d dU
r2 + k02 U eiωt dω = 0, (A.4.4)
2π −∞ r2 dr dr

and  ∞ 
1 dU (a, ω)
+ ρv0 eiωt dω = 0, (A.4.5)
2π −∞ dr

2 Taken from Hodgson, D. C., and J. E. Bowcock, 1975: Billet expansion as a

mechanism for noise production in impact forming machines. J. Sound Vib., 42,
325–335. Published by Academic Press Ltd., London, U.K.

© 2001 by Chapman & Hall/CRC

with k0 = ω/c. Because (A.4.4) and (A.4.5) must be true for any time
t, the bracketed quantities must vanish and we have
 
1 d 2 dU
r + k02 U = 0, (A.4.6)
r2 dr dr
and
dU (a, ω)
= −ρv0 . (A.4.7)
dr
The most general solution of (A.4.6) is
eik0 r e−ik0 r
U (r, ω) = A(ω) + B(ω) , (A.4.8)
r r
and
 ∞ 
1 eiωt+ik0 r eiωt−ik0 r
u(r, t) = A(ω) + B(ω) dω. (A.4.9)
2π −∞ r r
At this point, we note that the first and second terms on the right side
of (A.4.9) represent inwardly and outwardly propagating waves, respec-
tively. Because there is no source of energy at infinity, the inwardly
propagating wave is nonphysical and we discard it.
Upon substituting (A.4.8) into (A.4.7) with A(ω) = 0,
ρa2 v0 e−iω(r−a)/c
U (r, ω) = , (A.4.10)
2πr 1 + iωa/c
or
 ∞  ∞
1 iωt ρa2 v0
eiω[t−(r−a)/c]
u(r, t) = U (r, ω)e dω = dω.
2π −∞ 2πr
−∞ 1 + iωa/c
(A.4.11)
To evaluate (A.4.11), we employ the residue theorem. For t < (r − a)/c
Jordan’s lemma dictates that we close the line integral by an infinite
semicircle in the lower half-plane. For t > (r −a)/c, we close the contour
with an semicircle in the upper half-plane. The final result is
    
ρacv0 c r−a r−a
u(r, t) = exp − t− H t− . (A.4.12)
r a c c
In this example, we eliminated the temporal dependence by using
Fourier transforms. The ordinary differential equation was then solved
using homogeneous solutions. In certain cases, an alternative would be
to solve the ordinary differential equation by Fourier or Hankel trans-
forms. This is particularly true in the case of Green’s functions because
the forcing function is a delta function. In the two-dimensional case,
we obtain an algebraic equation that we solve to find the joint trans-
form. We then compute the inverses successively. The order in which
the transforms are inverted depends upon the problem. This repeated
application of transforms or Fourier series to a linear partial differential
equation to reduce it to an algebraic or ordinary differential equation
can be extended to higher spatial dimensions.

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