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Integral Transform:
𝑏
The integral transform of a function f(x) is defined as ∫𝑎 𝑓(𝑥) 𝑘(𝑠, 𝑥)𝑑𝑥 , where 𝑘(𝑠, 𝑥) is termed as
the kernel of the transform and it is a function of 𝑠, 𝑥.
𝑏
Note that the evaluation of integral ∫𝑎 𝑓(𝑥) 𝑘(𝑠, 𝑥)𝑑𝑥 gives a function of 𝑠. So, by integral
𝑏
transform, the function of 𝑓(𝑥) transformed to Ι(𝑠), where Ι(𝑠) = ∫𝑎 𝑓(𝑥) 𝑘(𝑠, 𝑥)𝑑𝑥 .
Kernel: In an integral transform, the kernel 𝑘(𝑠, 𝑥) is a function of 𝑠 and 𝑥 where input function is a
function of 𝑥 alone.
There are various choice of kernels that define different kinds of transforms such as
∞
(i) 𝑘(𝑠, 𝑥) = 𝑒 −𝑠𝑥 for Laplace transform of 𝑓(𝑥) i.e ∫0 𝑓(𝑥) 𝑒 −𝑠𝑥 𝑑𝑥 = 𝐹(𝑠)
(ii) 𝑘(𝑠, 𝑥) = 𝑒 𝑖𝑠𝑥 for Fourier transform of 𝑓(𝑥)
∞
i.e ∫−∞ 𝑓(𝑥) 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝐹(𝑠)
Fourier Transform:
1 ∞ ∞
𝑓(𝑥) = ∫ ∫ 𝑓(𝑡) 𝑒 𝑖𝜆(𝑡−𝑥) 𝑑𝑡 𝑑𝜆
2𝜋 −∞ −∞
1 ∞ ∞
or 𝑓(𝑥) = ∫ ∫ 𝑓(𝑡) 𝑒 𝑖𝑠(𝑡−𝑥) 𝑑𝑡
2𝜋 −∞ −∞
𝑑𝑠
1 ∞ ∞
= 2𝜋 ∫−∞ 𝑒 − 𝑖𝑠𝑥 [∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡] 𝑑𝑠
∞
Let 𝐹(𝑠) = ∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡.
1 ∞
Then 𝑓(𝑥) = 2𝜋 ∫−∞ 𝑒 − 𝑖𝑠𝑥 𝐹(𝑠) 𝑑𝑠 .
∞
The function ∫−∞ 𝒇(𝒕) 𝒆 𝒊𝒔𝒕 𝒅𝒕 is called as the Fourier transform of 𝒇(𝒙) and is denoted by 𝑭(𝒔) or
𝑭{𝒇(𝒙)}
𝟏 ∞
The function 𝒇(𝒙) = ∫ 𝒆− 𝒊𝒔𝒙 𝑭(𝒔) 𝒅𝒔 is called as the inverse Fourier transform of 𝑭(𝒔).
𝟐𝝅 −∞
0
To evaluate ∫−𝑎(𝑎 + 𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 :
Put 𝑡 = − 𝑝 in the integral then 𝑑𝑡 = −𝑑𝑝
𝑡 = −𝑎 ⟹ 𝑝 = 𝑎 and 𝑡 = 0 ⟹ 𝑝 = 0
0 0 𝑎
∫ (𝑎 + 𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 = ∫ (𝑎 − 𝑝) 𝑒 −𝑖𝑠𝑝 (−𝑑𝑝) = ∫ (𝑎 − 𝑝) 𝑒 −𝑖𝑠𝑝 𝑑𝑝
−𝑎 𝑎 0
𝑎
= ∫0 (𝑎 − 𝑡) 𝑒 −𝑖𝑠𝑡 𝑑𝑡
𝑎 𝑎
∴ 𝐹(𝑠) = ∫ (𝑎 − 𝑡) 𝑒 −𝑖𝑠𝑡 𝑑𝑡 + ∫ (𝑎 − 𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡
0 0
𝑎
= ∫0 (𝑎 − 𝑡)( 𝑒 −𝑖𝑠𝑡 + 𝑒 𝑖𝑠𝑡 ) 𝑑𝑡
𝑎
= 2 ∫0 (𝑎 − 𝑡) 𝑐𝑜𝑠 𝑠𝑡 𝑑𝑡
𝑠𝑖𝑛 𝑠𝑡 𝑐𝑜𝑠 𝑠𝑡 𝑎
= 2 [(𝑎 − 𝑡) 𝑠
− 𝑠2
]
𝑡=0
𝑐𝑜𝑠 𝑎𝑠 1
= 2 [0 − 𝑠2
− {0 − 𝑠2 }]
1−𝑐𝑜𝑠 𝑎𝑠
= 2[ 𝑠2
]
2 ∞ 𝑠𝑖𝑛2 𝑢 2
⟹ 𝜋 ∫−∞ 𝑢2 (4/𝑎2 ) 𝑎
𝑑𝑢 =𝑎
2 ∞ 𝑠𝑖𝑛2 𝑢 2
⟹ 𝜋 ∫−∞ 𝑢2 (4/𝑎2 ) 𝑎
𝑑𝑢 =𝑎
2 ∞ 𝑠𝑖𝑛2 𝑢 𝑎 2 2
⟹ 𝜋 ∫−∞ 𝑢2 4 𝑎
𝑑𝑢 =𝑎
∞ 𝑠𝑖𝑛2 𝑢
⟹ ∫−∞ 𝑢2
𝑑𝑢 = 𝜋
∞ 𝑠𝑖𝑛2 𝑢
⟹ 2 ∫0 𝑢2
𝑑𝑢 = 𝜋
∞ 𝑠𝑖𝑛2 𝑢 𝜋 ∞ 𝒔𝒊𝒏𝟐 𝒙 𝝅
⟹ ∫0 𝑢2
𝑑𝑢 = 2
or ∫𝟎 𝒙𝟐
𝒅𝒙 = 𝟐
𝟏 − 𝒙𝟐 , |𝒙| ≤ 𝟏
Prob 2: Find the Fourier transform of 𝒇(𝒙) = { . And hence
𝟎, |𝒙| > 𝟏
1 − 𝑥 2 , |𝑥| ≤ 1
Solution: Given 𝑓(𝑥) = {
0, |𝑥| > 1
1 − 𝑥2 , − 1 < 𝑥 < 1
i.e 𝑓(𝑥) = {
0, 𝑥 > 1 0𝑟 𝑥 < −1
∞
The Fourier Transform of 𝑓(𝑥) is given by 𝐹(𝑠) = ∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡
−1 1 ∞
𝐹(𝑠) = ∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 + ∫−1 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 + ∫1 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡
1
= 0 + ∫−1 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 + 0
1
= 0 + ∫−1(1 − 𝑡 2 ) 𝑒 𝑖𝑠𝑡 𝑑𝑡 + 0
1
𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡
= [(1 − 𝑡 2 ) 𝑖𝑠
− (−2𝑡) (𝑖𝑠)2 + (−2) (𝑖𝑠)3 ]
𝑡=−1
1
𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡
= [(1 − 𝑡 2 ) 𝑖𝑠
+ (2𝑡) (−1)𝑠2 + (−2) (−𝑖)𝑠3 ]
𝑡=−1
1
𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡 𝑒 𝑖𝑠𝑡
= [(1 − 𝑡 2 ) 𝑖𝑠
− 2𝑡 𝑠2
+2 3 ]
𝑖𝑠 𝑡=−1
𝑒 𝑖𝑠 𝑒 𝑖𝑠 𝑒 − 𝑖𝑠 𝑒 −𝑖𝑠
= [0 − 2 𝑠2
+ 2 𝑖𝑠3 − {0 + 2 𝑠2
+2 𝑖𝑠3
}]
2 𝑒 𝑖𝑠 −𝑒 −𝑖𝑠 2
= 𝑠3 ( 𝑖
) − 𝑠2 (𝑒 𝑖𝑠 + 𝑒 −𝑖𝑠 )
2 2𝑖 sin 𝑠 2
= 𝑠3 ( 𝑖
) − 𝑠2 (2 cos 𝑠)
4
= (sin 𝑠 − 𝑠 cos 𝑠)
𝑠3
1 ∞
𝑓(𝑥) = 2𝜋 ∫−∞ 𝐹(𝑠) 𝑒 − 𝑖𝑠𝑥 𝑑𝑠
1 ∞
∫ 𝐹(𝑠)
2𝜋 −∞
𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = 𝑓(𝑥)
1 ∞ 4
⟹ 2𝜋 ∫−∞ 𝑠3 (𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠) 𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = 𝑓(𝑥)
2 ∞ 𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠 1 − 𝑥2 , − 1 < 𝑥 < 1
⟹ 𝜋 ∫−∞ ( 𝑠3
) 𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = { …(1)
0, 𝑥 > 1 0𝑟 𝑥 < −1
2 ∞ 𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠
∫ (
𝜋 −∞ 𝑠3
) 𝑑𝑠 = 1
𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠
Observe that 𝑠3
is even function
4 ∞ 𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠
⟹ 𝜋 ∫0 ( 𝑠3
) 𝑑𝑠 = 1
𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠
(since ( 𝑠3
) cos 𝑠𝑥 is even function of 𝑠 and
𝑠𝑖𝑛 𝑠 − 𝑠 𝑐𝑜𝑠 𝑠
( ) sin 𝑠𝑥 is odd function of 𝑠 )
𝑠3
1
Put 𝑥 = on both sides of (2)
2
4 ∞ 𝑠𝑖𝑛 𝑥 − 𝑥 𝑐𝑜𝑠 𝑥 𝑥 3
∫ (
𝜋 𝟎 𝑥3
) cos 2 𝑑𝑥 =4
∞ 𝑠𝑖𝑛 𝑥 − 𝑥 𝑐𝑜𝑠 𝑥 𝑥 3𝜋
⟹ ∫𝟎 ( ) cos 𝑑𝑥 =
𝑥3 2 16
Prob 3: Find the Fourier transform of 𝒇(𝒙) = 𝒆−𝒂|𝒙| , 𝒂 > 𝟎. And hence
∞ 1 𝑥
evaluate ∫𝟎 cos 𝑑𝑥
𝑎 2 +𝑥 2 2
𝑒 𝑎𝑥 , 𝑥 < 0
Solution: Given 𝑓(𝑥) = 𝑒 −𝑎|𝑥| i.e 𝑓(𝑥) = {
𝑒 −𝑎𝑥 , 𝑥 > 0
∞
The Fourier Transform of 𝑓(𝑥) is given by 𝐹(𝑠) = ∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡
0 ∞
𝐹(𝑠) = ∫−∞ 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡 + ∫0 𝑓(𝑡) 𝑒 𝑖𝑠𝑡 𝑑𝑡
0 ∞
= ∫−∞ 𝑒 𝑎𝑡 𝑒 𝑖𝑠𝑡 𝑑𝑡 + ∫0 𝑒 −𝑎𝑡 𝑒 𝑖𝑠𝑡 𝑑𝑡
0 ∞
= ∫−∞ 𝑒 (𝑎+𝑖𝑠)𝑡 𝑑𝑡 + ∫0 𝑒 −(𝑎−𝑖𝑠)𝑡 𝑑𝑡
0 ∞
𝑒 (𝑎+𝑖𝑠)𝑡 𝑒 −(𝑎−𝑖𝑠)𝑡
=[ ]
𝑎+𝑖𝑠 𝑡=−∞
+ [ −(𝑎−𝑖𝑠) ]
𝑡=0
1 1 1 1
= 𝑎+𝑖𝑠 − {0} + 0 − {−(𝑎−𝑖𝑠)} = 𝑎+𝑖𝑠 + 𝑎−𝑖𝑠
2𝑎 2𝑎
= (𝑎+𝑖𝑠)(𝑎−𝑖𝑠) = 𝑎2 +𝑠2
Evaluation of integral:
1 ∞
𝑓(𝑥) = 2𝜋 ∫−∞ 𝐹(𝑠) 𝑒 − 𝑖𝑠𝑥 𝑑𝑠
1 ∞
∫ 𝐹(𝑠)
2𝜋 −∞
𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = 𝑓(𝑥)
1 ∞ 2𝑎
⟹ 2𝜋 ∫−∞ 𝑎2 +𝑠2 𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = 𝑓(𝑥)
𝑎 ∞ 1
⟹ ∫−∞ 2 2 𝑒 − 𝑖𝑠𝑥 𝑑𝑠 = 𝒆−𝒂|𝒙|
𝜋 𝑎 +𝑠
∞ 1 𝜋
⟹ ∫−∞ 𝑎2 +𝑠2 (cos 𝑠𝑥 − 𝑖 sin 𝑠𝑥) 𝑑𝑠 = 𝑎 𝒆−𝒂|𝒙|
∞ 1 𝜋
⟹ 2 ∫0 𝑎 2 +𝑠2
cos 𝑠𝑥 𝑑𝑠 = 𝑎 𝒆−𝒂|𝒙| …(1)
∞ 1 𝑠 𝜋
⟹ 2 ∫0 cos ( ) 𝑑𝑠 = 𝑒 −𝑎/2
𝑎 2 +𝑠2 2 𝑎
∞ 1 𝑠 𝜋
⟹ ∫0 𝑎 2 +𝑠2
cos (2) 𝑑𝑠 = 2𝑎 𝑒 −𝑎/2
𝑎
∞ 1 𝑥 𝜋
Or ∫0 𝑎 2 +𝑥 2
cos (2) 𝑑𝑥 = 2𝑎 𝑒 −2
x2
−
−𝒂𝒙𝟐 2
Prob 4: Find Fourier transform of 𝒆 , −∞ < 𝒙 < ∞ and deduce that e
∞
𝐹(𝑠) = ∫𝑥=−∞ 𝑓(𝑡)𝑒 𝑖𝑠𝑡 𝑑𝑡
∞ 2
= ∫𝑥=−∞ 𝑒 −𝑎𝑡 𝑒 𝑖𝑠𝑡 𝑑𝑡
∞ 2
= ∫𝑥=−∞ 𝑒 𝑖𝑠𝑡−𝑎𝑡 𝑑𝑡
𝑠𝑡
∞ −𝑎(𝑡 2 −𝑖 )
= ∫𝑥=−∞ 𝑒 𝑎 𝑑𝑡
𝑖𝑠
∞ −𝑎(𝑡 2 −2𝑡 )
= ∫𝑥=−∞ 𝑒 2𝑎 𝑑𝑡
𝑖𝑠 2 𝑖𝑠 2
∞ −𝑎[(𝑡− ) −( ) ]
= ∫𝑥=−∞ 𝑒 2𝑎 2𝑎 𝑑𝑡 ( since 𝑎2 − 2𝑎𝑏 = (𝑎 − 𝑏)2 − 𝑏 2
𝑖𝑠 2 𝑠2
∞ −𝑎[(𝑡− ) + 2 ]
= ∫𝑥=−∞ 𝑒 2𝑎 4𝑎 𝑑𝑡
𝑖𝑠 2 𝑠2
∞ −𝑎(𝑡− )
= ∫𝑥=−∞ 𝑒 2𝑎 𝑒 −4𝑎 𝑑𝑡
𝑠2 𝑖𝑠 2
∞ −𝑎(𝑡− )
= 𝑒 −4𝑎 ∫𝑥=−∞ 𝑒 2𝑎 𝑑𝑡
𝑖𝑠
Let √𝑎 (𝑡 − 2𝑎) = 𝑢 then 𝑑𝑡 = 𝑑𝑢/√𝑎
𝑠2
1 ∞ 2
𝐹(𝑠) = 𝑒 −4𝑎 ∫𝑥=−∞ 𝑒 −𝑢 𝑑𝑢
√𝑎
𝑠2
2 ∞ 2
= 𝑒 −4𝑎 ∫0 𝑒 −𝑢 𝑑𝑢
√𝑎
𝑠2
− 2 √𝜋 ∞ 𝟐 √𝝅
=𝑒 4𝑎 (since ∫𝟎 𝒆−𝒖 𝒅𝒖 = )
√𝑎 2 𝟐
𝑠2
2 √𝜋
Hence the Fourier transform 𝐹{𝑒 −𝑎𝑥 } = 𝑒 −4𝑎
√𝑎
1
Take 𝑎 = 2
𝑥2 𝑠2
𝐹 {𝑒 − 2 } = √2𝜋𝑒 − 2
𝑥2
Hence 𝑒 − 2 is self- reciprocal under Fourier transform
Practice Problems:
𝒌 |𝒙| ≤ 𝒂
1. Find Fourier transform of 𝒇(𝒙) = { , 𝒂, 𝒌 are constants and hence evaluate
𝟎, |𝒙| > 𝒂
∞ 𝐬𝐢𝐧 𝒙
∫𝟎 𝒙
𝒅𝒙.
𝟒 − 𝒙𝟐 , |𝒙| ≤ 𝟐
2. Find the Fourier transform of 𝒇(𝒙) = { . And hence
𝟎, |𝒙| > 𝟐
∞ 𝒔𝒊𝒏 𝒙 − 𝒙 𝒄𝒐𝒔 𝒙
evaluate ∫𝟎 ( 𝒙𝟑
) 𝒅𝒙
𝒙, |𝒙| ≤ 𝒂
3. Find the Fourier transform of 𝒇(𝒙) = {
𝟎, |𝒙| > 𝒂
𝒆𝒂𝒙 , 𝒙<𝟎
4. Find the Fourier transform of 𝒇(𝒙) = {
𝟎, 𝒙 > 𝟎, 𝒂 > 𝟎