Maths Fourier Transform

UNIT – V

FOURIER TRANSFORM

Introduction

Jean-Baptiste Joseph Fourier (21st March 1768 –

16th May1830)was a Frenchmathematician and physicist
born in Auxerre and best known for initiating the
investigation of Fourier series, which eventually developed
into Fourier analysis and harmonic analysis, and their
applications to problems of heat transfer and vibrations. The
Fourier transform and Fourier's law of conduction are also
named in his honour. Joseph Fourier introduced the
transformin his study of heat transfer, where Gaussian
functions appear as solutions of the heat equation.

In the study of Fourier series, complicated but periodic functions are written as the
sum of simple waves mathematically represented by sine and cosine functions.
The Fourier transform is an extension of the Fourier series that results when the period
of the represented function is lengthened and allowed to approach infinity. Fourier
Transform maps a time series (eg. audio samples) into the series of frequencies (their
amplitudes and phases) that composed the time series. Inverse Fourier Transform maps the
series of frequencies (their amplitudes and phases) back into the corresponding time series.
The two functions are inverses of each other. Shortly, The Fourier Transform is a
mathematical technique that transforms a function of time, f (t ) , to a function of
frequency, F(s).

Applications

o The Fourier transform has many applications, in fact any field of physical science
that uses sinusoidal signals, such as engineering, physics, applied mathematics, and
chemistry, will make use of Fourier series and Fourier transforms. Here are some
examples from physics, engineering, and signal processing.

• Communication
• Astronomy
• Geology
• Optics
Maths Fourier Transform

o Fourier Transforms helps to analyze spectrum of the signals, helps in find the
response of the LTI systems. (Continuous Time Fourier Transforms is for Analog
signals and Discrete time Fourier Transforms is for discrete signals)

o Discrete Fourier Transforms are helpful in Digital signal processing for making
convolution and many other signal manipulation.

Integral Transform

The integral of a function f(x) is defined by

b
I [ f ( x)] =  f ( x)k ( s, x)dx
a

Where k(s,x) is the kernel of the integral transform and s is the parameter. If k(s,x) = e-sx,
the integral transform leads to Laplace transform of f(x).


L[ f ( x)] =  f ( x)e −sx dx
a

When k(s,x) = eisx, then the Integral transform become complex form of Fourier transform.

1 
F [ f ( x)] = isx
 f ( x)e dx
2 −

If we replace k(s,x) by sine and cosine functions, we get Fourier Sine and Cosine
Transform.

Fourier Integral Theorem

A function f(x) which is piece-wise continuous in every finite interval in (-,)

and is absolutely integrable in (-,) can be expressed as

1  
f ( x) =   f (t ) cos  (t − x)dtd …(1)
 0 −

This integral is known as Fourier integral of the function f(x).

Definition of odd and even function

Odd Function

A function f(x) is said to odd if f(-x)= -f(x). Ex: f(x)=x, sin x, tan x, x3.
Maths Fourier Transform

Even Function

A function f(x) is said to even if f(-x)= f(x). Ex: f(x)=x2,x4,cos x, sec x.

Fourier Sine and cosine Integrals

The Fourier integral of f(x) is

1 
f ( x) =   f (t ) cos  (t − x) dtd …(2)
 0 −

1   1  
=   f (t ) cos t cos xdtd +   f (t ) sin t sin xdtd
 0 −  0 −

Case (i)

If f(t) is an odd function, then f(t) cos t is also an odd function and hence the first
integral in equation (2) becomes zero.

2  
f ( x) =   f (t ) sin t sin xdtd
 0 0

This is known as Fourier sine integral.

Case (ii)

If f(t) is an even function, then f(t)sint is odd function and hence the second
integral in equation (2) becomes zero.

2 
f ( x) =   f (t ) cos t cos xdtd
 0 0

This is known as Fourier cosine integral.

Maths Fourier Transform

Let us look at the definition of Fourier transform and some basic properties of it
without getting into mathematical rigor.

Fourier Transforms

Complex Fourier Transform (Infinite)

Let f(x) be a function defined in (-∞,∞) f : R → C and be piece-wise continuous in

each finite partial interval then the complex Fourier transform of f(x) is defined by

1 
F ( s) = F{ f ( x)} = isx
 f ( x)e dx
2 −

Inverse Fourier Transform

Inverse complex Fourier transform of F(s) is given by

1 
f ( x) = F −1[ F ( s)] = −isx
 F ( s)e ds
2 −
Properties of Fourier Transforms

1. Linearity property

If F(s) and G(s) are the Fourier transforms of f(x) and g(x), then

F[af(x) + bg(x)] = aF[f(x)] + bF[g(x)]

= aF(s) + bG(s), where a and b are constants.

Proof: Given F(s) = F[f(x)], G(s) = F[g(x)]

1 
 [af ( x) + bg ( x)]e dx
isx
F[af(x)+bg(x)] =
2 −

a  b 
 f ( x)e dx +
isx isx
=  g ( x)e dx
2 − 2 −

= aF[f(x)] + bF[g(x)] = aF(s) + bG(s)

2. Shifting property

If F[f(x)] = F(s) then F(f(x – a) = eias F[f(x)] = eias F(s)

Proof: Given F[f(x)] = F(s)

Maths Fourier Transform

1 
F[f(x – a)] =  f ( x − a)e dx
isx

2 −

Put u = x – adu = dx. When x = -∞, u = -∞ and when x = ∞, u = ∞


1
F[f(x – a)] =
2 
−
f (u ).e is(u + a ) du

1  isu isa
=  f (u ).e .e du
2 −

1  1 
= e isa  f (u ).e du = e
isu isa isx
 f ( x)e dx
2 − 2 −

Changing the dummy variable from u to x

F[f(x-a) = eisa F[f(x)] = eisaF(s)

3. Changeof scale property

1 s
If F[f(x)] = F(s) then F[f(ax)] = F   where a 0
|a| a

1  isx
Proof: Given F[f(x)] = F(s) then F[f(ax)] =  f (ax).e dx
2 −

Consider u = ax
du
 du = a dx  dx =
a

Case (i) If a>0, then when x = -∞, u = -∞ and x = ∞, u = ∞

isu
1  du
F[f(ax)] =  f (u ).e a
2 − a

s
1 1  i  u 1 s
=  f (u ).e
a
du = F   …(i)
a 2 − a a

Case (ii) If a<0, then when x = -∞, u = ∞ and x = ∞, u = -∞

isu
1 − du
F[f(ax)] =  f (u ).e a
2  a
Maths Fourier Transform

s
1 1  i  u 1 s
=−  f (u ).e
a
du = − F   ...(ii)
a 2 − a a

From (i) and (ii), we get

1 s
F[f(ax)] = F  . if a  0
a a

Note: Put a = – 1, then F[f(–x) = F(–s)

It can be seen that, if f(x) is even, then F(s) is even and if f(x) is odd, then F(s) is
odd.

4. Shifting in s

If F[f(x)] = F(s) then F(e iaxf(x )) = F(s+a)

1  isx
Proof: Given F[f(x)] = F(s)=  f ( x).e dx
2 −

1  isx iax
F[e iaxf(x)] =  e e f ( x)dx
2 −

1  i (s +a )x
=  e f (x )dx = F ( s + a)
2 −

5. Modulation Property

1
If F(f(x)) = F(s) then F[cos axf (x)] = [F(s+a)+F( s - a)]
2

1  isx
Proof Given F[f(x)] = F(s) =  f ( x)e dx
2 −

1 
F[cos axf(x)] = isx
 cos axf ( x)e dx
2 −

1   e iax + e −iax 
=   f ( x)e isx  dx
2 −  2 

1 1  1  isx −iax 
 f ( x)e e dx +
isx iax
=   f ( x)e e dx 
2  2 − 2 − 
Maths Fourier Transform

1 1  i ( s+a ) x 1  i ( s −a ) x 
=   f ( x )e dx +  f ( x )e dx 
2  2 − 2 − 

1
F[cos axf(x)] = {F ( s + a) + F ( s − a)}
2

6. Fourier transform of Derivative

If F[f(x)] = F(s) and derivative f (x) is continuous, absolutely integrable on (-∞,

∞), then F[f (x)] = - (is) F(s) if f(x) → 0 as x →  ∞

1  isx
Proof Given F(f(x)] = F(s) =  f ( x)e dx
2 −

1 
 f ( x)e dx
isx

2 −
F[f (x)] =
1  isx  − (is )e isx f ( x)dx 
 
= 
 e f ( x )  
2   −  − 

Applying integration by parts, taking u = eisx, dv = f  (x)dx

 du = sx eisx dx, v = f(x)

We have eisx = cos sx + i sin sx = 1

Since f(x) → 0 as x →  ∞, we have eisxf(x) → 0 as x →  ∞

 F[f (x)] =
1 0 − is  f ( x)e isxdx 
  
2 −

1 
= (−is )  f ( x)e dx = −isF [ f ( x)] = −isF ( s)
isx

2 −

Note: Similarly, we can prove that

F(f (x)] = –isF[f (x)]

= –is(–is) F[f(x)] = (–is)2F[f(x)]

Generally, for any positive integer n, F[f(n)(x)] = (–is)n F(f(x))

if f(x), f(x)….fn-1(x) approaches 0 as x →  ∞.

Maths Fourier Transform

7. Derivative of transform

d n F (s)
If F[f(x)] = F(s) , then F(xn f(x))= (-i)n
ds n

1 
Proof Given F[f(x)] = F(s) F(s) = isx
 f ( x)e dx
2 − 

Differentiating w.r to s we get,

dF ( s) 1   isx 1 
=  f ( x) (e )dx =
isx
 f ( x)e ixdx
ds 2 − s 2 −

dF ( s) 1 
=i isx
 xf ( x)e dx …(1)
ds 2 −

We again differentiating (1) w.r. to s, we get

d 2 F ( s) 1 
= i isx
 xf ( x)e ixdx
2 −
2
ds

1  2
= i2  x f ( x)e dx = i F [ x f ( x)]
isx 2 2

2 −

d 2 F ( s)
F [ x 2 f ( x)] = (−i ) 2
ds 2

d n F ( s)
Continuing this way, F [ x n f ( x)] = (−i ) n
ds n

8. Fourier transform of an integral function

If f(x) is an integral function with F(f(x)) = F(s), then F   f ( x)dx = F (s)

x i
a  s

Proof Given F[f(x)] = F(s) and f(x) is integrable.

x
Let 
a
f ( x)dx = g ( x), then f(x) = g(x) by fundamental theorem of integral calculus.

F[f(x)] = F[g(x)]

= -is F[g(x)] = -is F   f ( x)dx 

x
[by property 6]
a 

F   f ( x)dx =
x 1 i
F[ f ( x)] = F[ f ( x)]
a  − is s
Maths Fourier Transform

9. If F[f(x)] = F(s), then F[f(x)] = F(-s) where bar denotes complex conjugate.

1 
Proof Given F[f(x)] = F(s) F(s) = isx
 f ( x)e dx
2 −

1  −isx 1  −isx
 F (− s) =  f ( x)e dx =  f ( x)e dx [ z = z ]
2 − 2 −

1  −isx
 F (− s ) =  f ( x)e dx
2 −

1 
=  f ( x) e dx = F [ f ( x)]
isx

2 −

F [ f ( x)] = F (− s)

Note: F [ f (− x)] = F ( s)

Definition: Convolution of two functions.

The convolution of two functions f(x) and g(x) is defined as

1 
f ( x) * g ( x) =  f (t ) g ( x − t )dt
2 −

PROBLEMS

1, | x |  a  sin s
Problem 1. Find the Fourier transform of f ( x) =  . Hence evaluate  ds.
0, | x |  a 0 s

1 
Solution: Fourier transform of f(x) is F ( f ( x)) = isx
 f ( x)e dx
2 −

1 a isx
=  e dx
2 −a

1 a
=  (cos sx + i sin sx ) dx
2 −a

1 a
=  cos sx dx (sin sx is an odd fn.)
2 −a

2 a
=  cos sx dx
2 0
Maths Fourier Transform

a
2  sin sx 
=
  s  0

2  sin as 
F (s) =
  s 

By inverse Fourier transforms,

1  −isx
f ( x) =  F ( s)e ds
2 − 

1  2 sin as
=  (cos sx − i sin sx ) ds
2 −  s

1  sin as  sin as 
=  cos sx ds  s sin sx is odd 
 − s

2 
 sin as 
f(x) =    cos sx ds
 0  s 

Put a = 1, x = 0

2  sin s
f ( 0) =  ds
 0 s

  sin s
1 =  ds ( f ( x) = 1,−a  x  a )
2 0 s

 sin s 
 ds =
0 s 2

e ikx, a  x  b;
Problem 2: Find the Fourier transform of f ( x) = 
0, x  a and x  b

Solution:

1  isx
F[f(x)] =  f ( x)e dx
2 −

1 b ikx isx
=  e e dx
2 a
Maths Fourier Transform

1 b i(k +s) x
=  e dx
2 a

b
1  ei (k +s) x 
=  i (k + s ) 
2  a

F[f(x)]=
−i

e i ( k + s )b − e i ( k + s ) a 
(k + s ) 2

Definition: If the fourier transform of f(x) is equal to f(s) then the function f(x) is called
self-reciprocal. i.e. F(f(x)) = f(s)

− x2
− a2 x2 2
Problem3: Find the Fourier transform of e . Hence prove that e is self-reciprocal
with respect to Fourier Transforms.

Solution:

1 
F [ f ( x)] = isx
 f ( x)e dx
2 − 

1  −a 2 x2 isx
=  e e dx
2 −

1  −( a 2 x2 )+isx
=  e dx
2 −

1  −( a 2 x2 −isx)
=  e dx … (1)
2 −

2 2
(is )  is   is 
Consider a x – isx = (ax) − 2(ax)
2 2
+  − 
2

2a  2a   2a 

2
 is  s2
=  ax −  + 2 … (2)
 2a  4a

Substitute (2) in (1), we get

 is 
2
s2 
1  − ax− 2 a  + 
4 a 2 
F [ f ( x)] =  e dx
2 −
Maths Fourier Transform

2
s2  is 
1 − 4 a 2  − ax− 2 a 
= e  e dx
2 −

s2
1 − 4 a 2  −t 2 dt is
= e  e Let t = ax − , dt = adx
2 − a 2a

s2
−a 2 x 2
]=
1 − 2
e 4a    e −t 2 dt =  
F [e
a 2  − 

s2
− a2 x2 1
]= … (3)
2
F[e e 4a
a 2

1
Put a = in (3)
2

F[e − x ] = e−s
2 2
/2 /2

e−s
2
/2
is self-reciprocal with respect to Fourier Transform.

Problem 4: State and Prove convolution theorem on Fourier transform.

Solution:

Statement: If F(s) and G(s) are Fourier transform of f(x) and g(x) respectively, Then the
Fourier transform of the convolutions of f(x) and g(x) is the product of their Fourier
transforms.

i.e. F[ f ( x) * g ( x)] = F[ f ( x)]F[ g ( x)] = F (s )G(s )

Proof:

1  isx
F(f*g) =  ( f * g )( x)e dx
2 −

1  1 
 f (t ) g ( x − t )dt e dx
isx
= 
2 − 2 −

1  1 
 g ( x − t ) e dxdt
isx
=  f (t )
2 − 2 −

1  1  
  g ( x − t ) e dx dt
isx
=  f (t )
2 − 2  − 
Maths Fourier Transform

1 
=  f (t ) F ( g ( x − t )dt
2 −

1 
= ist
 f (t ) e F ( g (t )) dt [ f ( g ( x − t ) = e ist F ( g (t ))]
2 −

1 
= ist
 f (t ) e dtG( s) [ F ( g (t )) = G( s)]
2 − 

F ( f * g ) = F ( s ).G ( s). [ F ( f (t )) = F ( s)].

Problem5: State and Prove Parseval’s Identity in Fourier Transform.

Solution:

 
Statement: If F(s) is the Fourier transform of f(x), then  | f ( x) |2 dx =  | F ( s) |2
− 

Proof by convolution theorem F [f (x)* g(x)] = F(s)G(s)

f (x)*g (x) = F-1 [F(s)G(s)]

 
1 1
2 
−
f (t ) g ( x − t )dt =
2 
−
F ( s )G ( s )e isxds

Put x = 0

 
1 1
2 
−
f (t ) g (−t )dt =
2 
−
F ( s )G ( s )e 0 ds − − − (1)

Let g(-t) = f (t ) , then it follows that G(s) = F (s ) (by property 9)

(1) becomes

  f (t ) f (t )dt =  F (s) F (s)ds

 
zz = z
2

− −

 
i.e.  | f (t ) |2 dt =  | F ( s) |2 ds
− −

a 2 − x 2 , | x |  a
Problem 6: Find the Fourier transform of f ( x) =  and hence evaluate
 0, | x |  a
Maths Fourier Transform

 sin t − t cos t 
2

 sin t − t cos t  
(i)   dt (ii)    dt
0  t3  0  t3 

Solutions:

Fourier transform of f(x) is

1  isx
F(f(x)) =  f ( x).e dx
2 − 

1 0 + a (a 2 − x 2 )e isx dx + 0
 −a
=
2 

1 a 
 (a − x )(cos sx + i sin x) dx 
2 2
=

2 −a 

=
2 a 2 2 2

 (a − x ) cos sx dx  (a − x ) sin sx is an odd fn.
2

2 0

a
2 2  sin sx   − cos sx   sin sx 
=  (a − x 2 )  − (−2 x)  + (2) 3 
  s   s
2
  s  0

2 2a cos as 2 sin as 
=  0− +
 s2 s 3 

2  − 2as cos as + 2 sin as 

=
  s3 

2  sin as − as cos as 
F(s) =2 … (1)
  s3 

By inverse Fourier transforms,

1  −isx
f ( x) =  F ( s )e dx
2 −

1  2  sin as − as cos as 
=  2   (cos sx − i sin sx ) ds
2 −  s3 

2  sin as − as cos as
f ( x) =  cos sx dx (the second term is on odd function)
 − s3

4  sin as − as cos as
f ( x) =  cos sx dx
 0 s3
Maths Fourier Transform

Put a = 1

4  sin s − s cos s  1 − x 2 , | x |  1
f ( x) =  cos sx dx  f ( x ) =  
0 s3  0 , | x |  1

Put x = 0

4  sin s − s cos s  f (0) = 1 − 0

f (0) =   = 1 
dx
0 s3 

4  sin s − s cos s
1=  ds
 0 s3

 sin t − t cos t 
 3
dt = [ by changing s →t]
0 t 4

Using Parseval’s identify

 
2 2
 | F ( s) | ds =  | f ( x) | dx
− −

2
  2  sin as − as cos as  
 2    ds =  | a − x | dx
2 2 2

−
   s 3
 − 

8  sin s − s cos s 
2
 1
   ds =  (1 − x ) dx (put a = 1)
2 2

−   
3
s −1

 sin s − s cos s 
2
8  1
2    ds = 2  (1 − x ) dx
2 2

 0  s 3
 0

1
16   sin s − s cos s   x5 2x3 
2

   ds = 2  x + −
 0  s3   5 3  0

 sin s − s cos s   8 

2

   ds =  2  =
0   16  15  15
3
s

 sin t − t cos t  
2

Put s = t,    dt = .
0  
3
t 15
Maths Fourier Transform

1− | x |, | x |  1
Problem 7: Find the Fourier transform of f ( x) =  and hence find the
 0, | x | 1
 sin 2 t  sin 4 t
value of (i)  dt. (ii)  dt.
0 t2 0 t4

Solution:

1 
The Fourier transform of F ( f ( x)) = isx
 f ( x)e dx
2 −

1 1
=  (1− | x |) (cos sx + i sin sx )dx
2 −1

1 1
=  (1− | x |) cos sx dx [ (1− | x |) sin sx is an odd fn.]
2 −1

1
2   sin sx   cos sx 
= (1 − x)  − (−1) 2 
2   s   s  0

2  cos s 1 
= − 2 + 2 
2  s s 

2 1 − cos s 
F(s) = (1)
  s 2 

(i) By inverse Fourier transform

1  −isx
f(x) =  F ( s )e ds
2 −

1  2 1 − cos s 
=  (cos sx − i sin sx )ds (by (1))
2 −   s 2 

1 
 1 − cos s 
=    cos sx ds (Second term is odd)
 −  s
2


2   1 − cos s 
f(x)=    cos sx ds
 0  s2 

Put x = 0

2   1 − cos s 
f(0)= 1− | 0 |=    ds
 0  s2 
Maths Fourier Transform


 1 − cos s  
   ds =
 s 
2
0 2

 2 sin 2 ( s / 2) 
 2
ds =
0 s 2

Put t = s /2 ds = 2dt

 2 sin 2 t 
 2
2dt =
0 (2t ) 2

 sin 2 t 
 2
dt = .
0 t 2

(ii) Using Parseval’s identity.

 
 | F ( s) | ds =  | f ( x) | dx
2 2

− −

2
  2  1 − cos s  1
     ds =  (1− | x |) dx
2

−
   s
2
 −1

 1 − cos s 
2
2  1
   ds =  (1− | x |) dx
2

 −  s 2
 −1

4   1 − cos s 
2
1
   ds = 2  (1 − x) dx
2

0  s 2
 0

2
  s 
 2 sin 2    3 1

4   2   ds = 2 1 − x  
    
0  s2  
  − 3   0
 
 

4
 2 s  
 sin   
16    2   ds = 2 ; Let t = s / 2, dt = ds
 
 0 s2  3 2
 
 

4
16   sin t  2
   2dt =
 0  2t  3
Maths Fourier Transform

4
16   sin t  1
   dt =
16 0  2t  3


4

 sin t 
   dt = .
0  t  3

 
i.e.  | f (t ) |2 dx =  | F ( s) |2 ds
− −

a − | x |, | x | a
Problem 8: Find the Fourier transform of f ( x) =  and hence prove
 0, | x | a


2

 sin t 
that    dt = .
0  t  2

Solution:

1 
F [ f ( x)] = isx
 f ( x)e dx
2 −

1  −a −a 

F[ f ( x)] =   0 dx +  ( a − | x |) e isx
dx +  0dx 
2 − −a a 

1 −a
=  (a − | x |) (cos sx + i sin sx ) dx
2 −a

=
1 a
 (a − | x |) cos sx dx + 0  [a− | x |]sin sx dx = 0 odd function
2 −a

1 2a (a − x) cos sx dx 
 0
= 
2

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

2  cos as 1 
= 0− 2 + 2 
  s s 

2 1 − cos as 
=
  s 2 
Maths Fourier Transform

 as 
2 sin 2 
2 2
F [ f ( x)] =   … (1)
 s 2

 

1  −isx
By inverse Fourier transform f ( x) =  F ( s ) e ds.
2 −

 as 
2 sin 2 
1  2 2 e −isxds , Put x = 0
=   
2 −  s 2

 

as

sin 2
2 2 ds
f (0) = 
 − s 2

 as 
sin 2  
a 
 2  ds
= [f(0) = a-0 = a]
4 0 s2

Put a = 2

  sin 2 s
= ds [ s is a dummy variable, we can replace it by ‘t’]
2 0 s2


2

 sin t 
i.e    dt = .
0  t  2

Problem 9: Find the Fourier transform of e − a| x| , a  0 and hence deduce that

 cos xt  − a | x| 2 2as
(a)  dt = e (b) F [ xe−a| x| ] = i .
0 a +t
2 2
2a  (s + a 2 ) 2
2

 x2
Using Parseval’s Theorem find the value of  dx, a  0.
0 (x2 + a 2 )2

1 
Solution: F ( f ( x)) = isx
 f ( x)e dx
2 −

1  −a|x| isx
=  e e dx
2 −
Maths Fourier Transform

1  −a| x|
=  e (cos sx + i sin sx ) dx
2 −

2  −a|x|   e −a|x| sin sx dx = 0, odd function

=  e (cos sx dx)  − 
2 0

2 −ax
=  e cos sx dx
 0

2 a 
F (e −a|x| ) =  .
  a2 + s2 

(a) Using Fourier inverse transform,

1 
f(x) = e −a|x| = −isx
 F ( s )e ds
2 − 

1  2 a 
=  (cos sx − i sin sx )ds
2 −   a 2 + s 2 

a  cos sx  sin sx 
=  ds + 0  s 2 + a 2 is an odd fn.
 − a2 + s2

2a  cos xt
=  dt (Replace ‘s’ by ‘t’)
 0 a2 + t 2

 cos xt  −a|x|
= dt = e
0 a +t
2 2
2a

2 2as
(b) To prove F [ xe−a| x| ] = i
 (s + a 2 ) 2
2

Property:

d nF
F [ x f ( x)] = (−i )
n n

ds n

dF ( s )
F [ xf ( x)] = (−i )
ds

F [e − a| x|
] = (− i )
dF (e − a|x| )
ds
Maths Fourier Transform

d  2 a 
= −i  

ds   a + s 2
2 


2 2s  2 2as
= ia  2 =i
2 2 
  (a + s )   (a + s 2 ) 2
2

 
Parseval’s identity is  f ( x) dx =  F ( s) ds
2 2

− −

2 s 
Result: Fs (e −ax ) =
  s 2 + a 2 

2
 2 s 
 
 2 
e
−|ax|
dx =    ds
2 
− −
  s 2
+ a 

2
   2 s 
2  (e − ax 2
) dx = 2    ds
2 
0 0
  s 2
+ a 


 e −2 ax  2 s2
  =  ds
 − 2a  0  0 ( s + a )
2 2 2

 s2   0 +1 
i.e.,  ds =  = .
0 (s + a )
2 2 2
2  2a  4a

 x2 
 dx = .
0 (x2 + a2 )2 4a

Problem 10: Derive the relation between Fourier transform and Laplace transform.

Solution:

e − xt g (t ) , t  0
Consider f (t ) =  … (1)
0 , t0

The Fourier transformer of f(x) is given by

1 
F [ f (t )] = ist
 f (t )e dt
2 −

1  − xt ist
=  e g (t )e dt
2 0
Maths Fourier Transform

1  (is− x )t
=  e g (t ) dt
2 0

1  − pt
=  e g (t ) dt where p = x – is
2 0

1  L f (t ) =  e −st f (t )dt 
= L( g (t ))   
2 0

1
 Fourier transform of f (t ) =  Laplace transform of g(t) where g(t) is
2
defined by (1).

Fourier Sine and Cosine Transform

Fourier sine and cosine transform are related to Fourier sine and cosine integrals.
The Fourier transform applies to the problems concerning the real axis or the interval (-
,) whereas sine and cosine transform apply to the problem concerning the interval
(0,).

The Fourier Sine Integral of f(x) in (0,) is

2 
f ( x) =   f (t ) sin st sin sxdtds [Replace  by s]
 0 0

2  2 
=    f (t ) sin stdt  sin sxds
0  0 

2
We denote Fs [ f ( x)] = Fs ( s) =  f ( x) sin sx dx
 0

This is known as Infinite Fourier Sine Transform of f(x).

Inverse Fourier Sine Transform is

2
f ( x) = F −1[ Fs ( s)] =  Fs ( s) sin sx ds
 0

The Fourier cosine Integral of f(x) in (0,) is

2 
f ( x) =   f (t ) cos st cos sxdtds [Replace  by s]
 0 0
Maths Fourier Transform

2  2 
=    f (t ) cos stdt  cos sxds
 0  0 

2
We denote FC [ f ( x)] = FC ( s) =  f ( x) cos sx dx
 0

This is known as Infinite Fourier Cosine Transform of f(x).

The Inverse Fourier Cosine Transform is


2

−1
f ( x) = F [ FC ( s)] = FC ( s) cos sx ds
 0

Properties of Fourier Sine and Cosine Transforms

1. Linearity Property

(i) Fc [af(x) + bg(x)] = aFc [f(x)] + bFc [g(x)]

(ii) Fs [af(x) + bg(x)] = aFs [f(x)] + bFs [g(x)] where a and b are constants.

2
Proof: (i) By definition, FC [ f ( x)] =  f ( x) cos sxdx = Fc (s )
 0

2
Fc [af(x) + bg(x)]=  ( af(x)+ bg(x) ) cos sxdx
 0

2 2
=  ( a f(x)) cos sxdx +  ( b g(x)) cos sxdx
 0  0

2 2
=a  ( f(x)) cos sxdx + b  ( g(x)) cos sxdx
 0  0

= aFc [f(x)] + bFc [g(x)]

2
(ii) By definition, Fs [ f ( x)] =  f ( x) sin sxdx = Fs (s )
 0

2
Fs [af(x) + bg(x)]=  ( af(x)+ bg(x) ) sin sxdx
 0

2 2
=  ( a f(x)) sin sxdx +  ( b g(x)) sin sxdx
 0  0
Maths Fourier Transform

2 2
=a  ( f(x)) sin sxdx + b  ( g(x)) sin sxdx
 0  0

= aFs [f(x)] + bFs [g(x)]

2. Modulation property

If Fc [f(x)]= Fc [s] and Fs [f(x)]= Fs [s], then

1
(i) Fc[f(x) cos ax] = [ Fc ( s + a) + Fc ( s − a)]
2

1
(ii) Fs [f(x) cos ax]= [ Fs ( s + a ) + Fs ( s − a)]
2

1
(iii) Fc [f(x) sin ax] = [Fs(s+a) – Fs(s-a)]
2

1
(iv) Fs[f(x) sin ax] = [Fc(s–a) – Fc(s+a)]
2

1
(i) To Prove:Fc[f(x) cos ax] = [ Fc ( s + a) + Fc ( s − a)]
2

2
Proof: We have, Fc[f(x)] =  f ( x) cos sxdx
 0

2
Fc[f(x) cos ax] =  f ( x) cos ax cos sxdx
 0

2 1
= .  f ( x){cos( s + a) x + cos( s − a) x}dx
 20

1 2
= .  [ f ( x) cos( s + a) x + f ( x) cos( s − a) x]dx
2 0

1  2 2 
= .  [ f ( x) cos( s + a) xdx +  f ( x) cos( s − a) xdx
2 0 0 

1
= [ Fc ( s + a) + Fc ( s − a)]
2

1
(ii) To prove:Fs[f(x) cos ax]= [ Fs ( s + a ) + Fs ( s − a)]
2
Maths Fourier Transform

2
Proof: We have, Fs[f(x)] =  f ( x) sin sxdx
 0

2
Fs[f(x) cos ax] =  f ( x) cos ax sin sxdx
 0

2 1
= .  f ( x){sin( s + a) x + sin( s − a) x}dx
 20

1 2
=  [ f ( x) sin( s + a) x + f ( x) sin( s − a) x]dx
2 0

1 2 2 
=   f ( x) sin( s + a ) xdx +  f ( x) sin( s − a ) xdx
2  0 0 

1
= [ Fs ( s + a ) + Fs ( s − a)]
2

1
(iii) To prove:Fc[f(x) sin ax] = [ Fs ( s + a) − Fs ( s − a)]
2

2
Proof We have, Fc[f(x)] =  f ( x) cos sxdx
 0

2
Fc[f(x) sin ax] =  f ( x) sin ax cos sxdx
 0

2 1
=  f ( x){sin( s + a) x − sin( s − a) x}dx
 20

1 2
=  [ f ( x) sin( s + a) x − f ( x) sin( s − a) x]dx
2 0

1 2 2 
=   f ( x) sin( s + a ) xdx −  f ( x) sin( s − a ) xdx
2  0 0 

1
= [ FS ( s + a) − FS ( s − a)]
2

1
(iv) To prove: Fs[f(x) sin ax] = [ FC ( s − a ) − FC ( s + a )]
2
Maths Fourier Transform

2
Proof We have, Fs[f(x)] =  f ( x) sin sxdx
 0

2
Fs[f(x) sin ax] =  f ( x) sin ax sin sxdx
 0

2 1
=  f ( x){cos( s − a) x − cos( s + a) x}dx
 20

1 2
=  [ f ( x) cos( s − a) x − f ( x) cos( s + a) x]dx
2 0

1 2 2 
=   f ( x) cos( s − a) xdx −  f ( x) cos( s + a) xdx
2  0 0 

1
= [ FC ( s − a ) − FC ( s + a )]
2

3. Change of Scale Property

1 s 1 s
(i) FC [ f (ax)] = FC   if a  0 (ii) FS [ f (ax)] = FS   if a  0
a a a a

1 s
(i) To prove: FC [ f (ax)] = FC   ifa> 0
a a

2
Proof We have FC [ f (ax)] =  f (ax) cos sxdx
 0

dt
Put t = ax. dt = adxdx =
a

when x = 0, t = 0 and when x = ∞, t = ∞

2  st  dt 1 2  s 1 s
 FC [ f (ax)] =  f (t ) cos  =  f (t ) cos tdt = Fc   [ a  0]
 0 aa a  0 a a a

1 s
(i) To prove: FS [ f (ax)] = Fs   if a  0 ifa> 0
a a

2
Proof We have FS ( f (ax)) =  f (ax) sin sxdx
 0
Maths Fourier Transform

dt
Put t = ax dt = adxdx =
a

when x = 0, t = 0 and when x = ∞, t = ∞

2  st  dt 1 2  s 1 s
 FS [ f (ax)] =  f (t ) sin   =  f (t ) sin  tdt = FS  
 0 aa a  0 a a a

4. Differentiation of sine and cosine transform

d d
(i) FC [ xf ( x)] = [ FS ( s )] = [ FS ( f ( x))]
ds ds

d d
(ii) FS [ xf ( x)] = − [ FC ( s )] = − [ FC ( f ( x))]
ds ds

d
(i) To prove: FC [ xf ( x)] = [ FS ( s )]
ds

2
Proof: We know FS ( s) = FS [ f ( x)] =  f ( x) sin sxdx
 0

d 2 
Differentiating w.r to s, we get [ FS ( s)] =  f ( x) (sin sx)dx
ds 0 s

d 2
[ FS (s)] =  f ( x).( x cos sx)dx
ds 0

2
=  xf ( x) cos sxdx = FC [ xf ( x)]
 0

d
FC [ xf ( x)] = [ FS ( s )]
ds

d
(ii) To prove: FS [ xf ( x)] = − [ FC ( s )]
ds

2
Proof: We know FC (s) = Fc [ f ( x)] =  f ( x) cos sxdx
 0

d 2 
Differentiating w.r to s, we get [ FC ( s)] =  f ( x) (cos sx)dx
ds 0 s
Maths Fourier Transform

d 2
[ FC ( s)] =  f ( x).( − sin sx ) x dx
ds 0

2
=−  x f ( x) sin sxdx = − Fs [ xf ( x)]
 0

d
Fs [ xf ( x)] = − [ FC ( s )]
ds

5. Cosine and sine transforms of derivative

If f(x) is continuous and absolutely integrable in (-∞, ∞) and if f(x) → 0 as x → ∞,

2
then (i) FC [ f ( x)] = sFS [ f ( x)] − f (0)


(ii) FS [ f ( x)] = −sFC [ f ( x)]

Proof (i) by definition of Fourier cosine transform

2 2
FC [ f ( x)] =  f ( x) cos sxdx  FC [ f ( x)] =  f ( x) cos sxdx
 0  0

Applying integration by parts, taking u = cos sx, dv = f(x)dx

 du = - sin sx. s dx. v = f(x)

We get,

2 

 FC [ f ( x)] = 
[cos sx. f ( x)]0 −  f ( x)( −s sin sx)dx
 0 

2 
= {[ 0 − cos 0. f (0)]} + s  f ( x) sin sxdx [ f ( x) → 0, as x → ]
 0

2 2
=− f (0) + s  f ( x) sin sxdx
  0

2
FC [ f ( x)] = sFS [ f ( x)] − f (0)


2
(ii) FS [ f ( x)] =  f ( x) sin sxdx
 0
Maths Fourier Transform

Applying integration by parts, taking u = sin sx, dv = f(x)dx, we get

2 

FS [ f ( x)] = 
[sin sx. f ( x)]0 −  f ( x)s cos sxdx
 0 

2 

= 0 − s  f ( x) cos sxdx [as x → ∞, f(x) → 0]
 0 

2
= −s  f ( x) cos sxdx
 0

FS [ f ( x)] = −sFC [ f ( x)]

Note:

2 2
1. FC [ f ( x)] = sFs [ f ( x)] − f (0) = s(−sFC [( x)]) − f (0)
 

2
2. FC [ f ( x)] = −s 2 FC [ f ( x)] − f (0)


3. FS [ f ( x)] = −sFC [ f ( x)]

 2  2
= − s sFS [ f ( x)] − f (0) = − s 2 FS [ f ( x)] + s f (0)
   

These formulae are useful in solving differential equations.

6. Identities

If Fc(s) and Gc(s) are the Fourier cosine transforms and Fs(s) and Gs(s) are the Fourier sine
transforms of f(x) and g(x) respectively then

 
i) 
0
f ( x) g ( x)dx =  Fc ( s)Gc ( s)ds
0

 
ii) 
0
f ( x) g ( x)dx =  Fs ( s)Gs ( s)ds
0

  
 | f ( x) | dx =  | Fc ( s) | ds =  | Fs ( s) | ds
2 2 2
iii)
0 0 0
Maths Fourier Transform

Problem 1: Find the Fourier Sine Transform of e-3x.

Solution:

2
Fs ( f ( x)) =  f ( x) sin sx dx
 0

2
Fs (e −3 x ) = −3 x
 e sin sx dx
 0


2  e −3 x 
=  2 (−3 sin sx − s cos sx )
 s + 9 0

2 s   e ax 
 2    e sin bx dx = 2 [a sin bx − b cos bx].
ax
=
  s +9  a +b 2


cos x, 0  x  a
Problem 2: Find the Fourier cosine transform of f ( x) = 
 0, xa

Solution:

2  2 a
Fc ( f ( x)) =  f ( x) cos sx dx =  cos x cos sxdx
 0  0

2 a
 cos( s + 1) x + cos( s − 1) x 
=   dx
 0  2

1  sin( s + 1) x sin( s − 1) x 
a

= +
2  s + 1 s − 1  0

1  sin( s + 1)a sin( s − 1)a 

= + , provided s 1,s – 1.
2  s + 1 s − 1 

Problem 3: Find the Fourier cosine transform of e −2 x + 3e − x .

Solution:

Let f ( x) = e −2 x + 3e − x

2
Fc ( f ( x)) =  f ( x) cos sx dx
 0

2  −2 x 

Fc [e −2 x + 3e − x ] = −x
  e cos sx dx +  3e cos sx dx
 0 0 
Maths Fourier Transform

2 2 3 
= + 2 .

  s + 4 s + 1
2

Problem 4: Find the Fourier cosine transform of f(x) defined as

x for 0  x  1

f ( x) = 2 − x for 1  x  2
0 for x  2


Solution: By definition of Fourier Cosine Transform

2 
Fc[f(x)] =  f ( x) cos sx dx
 −

2 1 2

=
  x cos sx dx +  (2 − x) cos sx dx
 0 1 

2  sin sx cos sx   sin sx cos sx  

1 2

=  x −  + ( 2 − x ) +  
  s s 2 0  s s 2 1 

2  sin s cos s − cos 0   sin s cos 2 s − cos s 

=  −  +  0 − (1) + 
  s s 2
  s s2 

2  cos 2s − 2 cos s + 1
Fc(s)=
  s2 

1
Problem 5: Find the Fourier sine transform of .
x

Solution:

2
Fs ( f ( x)) =  f ( x) sin sx dx
 0

1 2 1
Fs   =  sin sx dx
 x 0 x

Let sx =  , sdx = d; X 0 ∞

1 2 s d
Fs   =  sin  =sx 0 ∞
 x 0  s
Maths Fourier Transform

2  sin    sin  
=  d   d = 
 0   0  2

2   
=  = .
 2 2

Problem 6: Find the Fourier cosine and sine transformation of f(x) = e-ax, a> 0. Hence
 x sin  x  −  cos xt  − a | x|
deduce that  dx = e . and  dt = e
0 1+ x 2
2 0 a +t
2 2
2a

Solution:

2
The Fourier cosine transform is FC [ f ( x)] =  f ( x) cos sxdx
 0

2
 FC [e −ax ] = −ax
 e cos sxdx
 0


2  e −ax 
=  (− a cos sx + s sin sx )
 a + s
2 2
0

2 1  2 a
=  0 − 2 2 (−a + 0) = . 2 2
  a +s   a +s

2
The Fourier sine transform is Fs ( f ( x)) =  f ( x) sin sx dx
 0

2
Fs (e −ax ) = −ax
 e sin sx dx
 0


2  e −ax 
=  (−a sin sx − s cos sx )
 a + s
2 2
0

2 1  2 s
= 0 − ( 0 − s ) = .
  a + s
2 2   a + s2
2

2  s 
=  
  s2 + a2 
Maths Fourier Transform

By inverse Sine transform, we get

2
f ( x) =  Fs ( s) sin sx dx
 0

2 2 s 
=    sin sx ds
 0   s2 + a2 

2  s sin sx
f ( x) =  ds
 0 s2 + a2

2  s sin sx
f ( x) =  ds
 0 s2 + a2

  s sin sx
f ( x) =  ds
2 0 s2 + a2

  s sin sx
e −ax =  ds
2 0 s2 + a2

Put a = 1, x = α

  s sin sx
e −a =  ds
2 0 s2 +1

Replace ‘s’ by ‘x’ and ‘x’ by ‘s’

 x sin sx 
 dx = e − .
0 1+ x 2
2

Using Fourier inverse cosine transform,

2
f(x) = e −a|x| =  Fc ( s) cos sxds
 0

2 2 a 
=  cos sx ds
 0   a 2 + s 2 

2a  cos sx
=  ds
 0 a2 + s2

2a  cos xt
=  dt (Replace ‘s’ by ‘t’)
 0 a2 + t 2

 cos xt  −a|x|
 dt = e
0 a +t
2 2
2a
Maths Fourier Transform

Problem 7: Find Fourier cosine transform of (i) e − ax sin ax (ii) e − ax cos ax

2
Solution: (i) Fc ( f ( x)) =  f ( x) cos sx dx
 0

2
Fc [e −ax sin ax] = −ax
 e sin ax cos sx dx
 0

2 1  −ax
=  e [sin( s + a) x − sin( s − a) x] dx
 20

1  s+a s−a    −ax b 

=  2 − 2 2  0 e sin bxdx = a 2 + b 2 
2  a + ( s + a) a + ( s − a) 
2

1  (a 2 + ( s − a) 2 )( s + a) − ( s − a)(a 2 + ( s + a) 2 
=  
2  (a 2 + ( s + a) 2 )( a 2 + ( s − a) 2 

1  2a 2 s + s 3 − 2as 2 + 2a 3 + as 2 − 2a 2 s − 2s 2 − s 3 − 2as 2 + 2a 3 + s 2 a + 2sa 2 

=  
2  4a 4 + 2a 2 s 3 − 4a 3 s + 2a 2 s 2 + s 4 − 2as 3 + 4a 3 s + 2as 2 − 4a 2 s 2 

1  2a 3 − as 2  2  a ( 2a 2 − s 2 
=  4 4 
=  
2  4a + s    4a 4 + s 4 

2
(ii) Fc ( f ( x)) =  f ( x) cos sx dx
 0

2
Fc (e −ax ) = − ax
 e cos sx dx
 0

2 a 
Fc ( s) =  
  s2 + a2 

By Modulation Theorem.

1
Fc [ f ( x) cos ax] = [ Fc (a + s ) + Fc (a − s )]
2
1 2 a a 
Fc [e −ax cos ax] =   2 + 2 2 
2    a + (a + s) 2
a + ( a − s ) 

1 2  a 2 + (a − s ) 2 + a 2 + (a + s ) 2 
=   a 2 2 
2  [a + (a + s) ]( a + (a − s) ] 
2 2
Maths Fourier Transform

1  4a 2 + 2 s 2 
=  4 4 
2  s + 4a 

− ax 2a  2a 2 + s 2 
Fc [e cos ax] =  4 4
2  s + 4a 

Problem 8: Find Fc ( xe− ax ) and Fs ( xe− ax )

Solution:

d
Fc ( xe−ax ) = Fs [ f ( x)]
ds

d
Fc ( xe−ax ) = Fs [e −ax ]
ds

d  2  −ax 
=   e sin sx dx 
ds   0 

d  2 s  2  a2 − s2 
  =
  ( s 2 + a 2 ) 2 
=
ds   s 2 + a 2 

2  a2 − s2 
Fc ( xe−ax ) =
  (s 2 + a 2 ) 2 

 
 Fs ( xf ( x)) = − (Fc ( f ( x)) )
d d
Fs [ xe−ax ] = − [ Fc e −ax ]
ds  ds 

d  2  −ax 
=   e cos sx dx 
ds   0 

d  2 a  2  2as 
=−  2
=
ds   s + a 
2
  ( s 2 + a 2 ) 2 

2  2as 
Fs [ xe−ax ] =
  ( s 2 + a 2 ) 2 

 e − ax   e − ax 
Problem9. Find (i) Fs  and (ii) Fc  
 x   x 
Maths Fourier Transform

 e − ax 
(i) To find Fs  
 x 

2  e − ax
Fs ( f ( x)) =  sin sx dx … (1)
0 x

Diff. on both sides w. r. to ‘s’ we get

d d 2  e − ax   −ax a 
( Fs ( s)) =  sin sx dx  0 e cos bx dx = b 2 + a 2 
ds ds  0 x

2    e − ax 
=   sin sx dx
 0 s  x 

2  xe− ax cos sx
=  dx
0 x

2 −ax
=  e cos sx dx
 0

d 2 a 
Fs ( s) =  
ds   s2 + a2 

Integrating w. r. to ‘s’ we get

2 a
Fs ( s) =  ds + c
 s + a2
2

2 1 s
= a. tan −1   + c
 a a

But Fs(s) = 0 When s = 0 c = 0 from (1)

 e − ax  2 s
 Fs   = tan −1  
 x   a

 e − ax 
(ii) To find Fc  
 x 

2  e − ax
Fc ( f ( x)) =  cos sx dx … (1)
0 x
Maths Fourier Transform

Diff. on both sides w. r. to ‘s’ we get

d d 2  e − ax   −ax b 
( Fc ( s)) =  cos sx dx  0 e sin bx dx = b 2 + a 2 
ds ds  0 x

2    e − ax 
=   cos sx dx
 0 s  x 

2  − xe− ax sin sx
=  dx
0 x

2 − ax
=−  e sin sx dx
 0

d 2 s 
Fc ( s) = −  
ds   s2 + a2 

Integrating w. r. to ‘s’ we get

2 s
Fc ( s) = −  ds
 s + a2
2

=−
2 1
. log s 2 + a 2
 2
( )

 e − ax 
 Fc   = −
1
log s 2 + a 2 ( )
 x  2

 e − ax − e −bx   e − ax − e −bx 
Problem 10: Find (i) Fs  and (ii) Fc  
 x   x 

 e − ax − e −bx   e − ax   e −bx 

Solution: (i) Fs  
 = Fs x  - Fs x 

 x     

2 s 2 s
= tan −1   − tan −1  
 a  b

2  −1  s   s 
=  tan   − tan −1   …(ii)
 a  b 
Maths Fourier Transform

 e − ax − e −bx   e − ax   e −bx 
Fc  = Fc  - Fc 
 x   x   x 

=−
1
(
log s 2 + a 2 + ) 1
(
log s 2 + b 2 )
2 2
1  s2 + b2 
= log  2 
2 
2 s +a 

Problem11: Using Parseval’s Identity calculate

 1  x2
(a)  dx (b)  dx
0 (a + x 2 ) 2
2
0 ( x 2 + a 2 )2

Solution: (a) By Parseval’s identity.

 
 | f ( x) | dx =  | Fc ( s) | ds
2 2

0 0

2

− 2 ax
 2
 a 
 e dx =   2
ds
  a +s 
2
0 0


 e −2 ax  2 2 ds
  = a 
 − 2a  0  0 ( a + s )
2 2 2

1 2a 2  ds
= 
2a  0 a + s2
2

 dx 
i.e.  = 3 [Replace, s by x]
0 (a + x )2
2 2
4a

(b) By Parseval’s identity.

 
 | f ( x) | dx =  | Fs ( f ( x)) | ds
2 2

0 0

2

− ax 2 2  s 
 (e ) dx =   2  ds
0  0  a + s2 

 s2   e −2 ax   1
i.e  ds =  − 2a  = 2  2a
0 (a + s )
2 2 2
2  0

 x2 
 dx = [Replace, s by x]
0 (a + x )
2 2 2
4a
Maths Fourier Transform

 2
 1 x
Problem 12. Evaluate (a)  dx (b)  dx , using Fourier
( x + 1)( x + 4) 0 ( x + a )( x + b )
2 2 2 2 2 2
0

cosine and sine transform.

Solution: (a) Let f(x) = e-x and g(x) = e-2x

2
Fc (e − x ) = −x
 e cos sx dx
 0


2  e−x 
=  2 (− cos x + s sin sx )
  s +1 0

2 1 
= … (1)
  s 2 + 1

2
Fc (e −2 x ) = −2 x
 e cos sx dx
 0

2 2 
=   … (2)
  s2 + 4 

 
  f ( x) g ( x)dx =  Fc ( f ( x)) Fc ( g ( x)) ds
0 0


− x −2 x 2 
 1 2 
 e e dx =   . 2 ds ( from (1) & (2))
0  0  s +1 s + 4 
2

 4 ds
−3 x
 e dx =  ds
0  0 ( s + 1)( s 2 + 4)
2


 ds   e −3 x   1
 =   =  
0 ( s + 1)( s + 4)
2 2
4  − 3 0 4  3 

 dx 
 = [Replace s to x]
0 ( x + 1)( x + 4) 12
2 2

 x2
(b) To find  dx.
0 ( x 2 + a 2 )( x 2 + b 2 )

Let

f ( x) = e − ax , g ( x) = e −bx
Maths Fourier Transform

2 − ax 2 s 
Fs ( f ( x)) =  e sin sx dx =   … (1)
 0   s2 + a2 

2 −bx 2 s 
Fs ( g ( x)) =  e sin sx dx =   … (2)
 0   s2 + b2 

 
 f ( x) g ( x)dx =  Fs [ f ( x)]. Fs [ g ( x)]ds From (1) and (2)
0 0


− ax −bx 2s2
 e e dx =  ds
0  0 ( s 2 + a 2 )( s 2 + b 2 )

 s2   −( a +b ) x
 ds =  e dx
0 ( s + a )( s + b )
2 2 2 2
20


 x2   e −( a + b ) x  
i.e  dx =   = [Replace s to x]
0 ( x + a )( x + b ) 2  − (a + b)  0 2(a + b)
2 2 2 2

1
Problem 13: Find the Fourier sine and cosine transform of x n −1 . Hence deduce that is
x
 1 
self-reciprocal under sine and cosine transform. Also find F  .
 | x|
 


Solution: We know that gamma function is given by (n) =  e − y y n−1dy ….(1)
0


Put y = ax, we get  e −ax (ax) n−1 adx = (n)
0


− ax n −1 ( n)
 e x dx =
0 an

Put a = is

  ( n)
  e −isx x n −1dx =
0 (is ) n


n −1 ( n) − n
 (cos sx − i sin sx ) x dx = i
0 sn

−n
( n)   
= n  cos + i sin 
s  2 2
Maths Fourier Transform


n −1  ( n)  n n 
 (cos sx − i sin sx ) x dx = n 
cos − i sin
0 s  2 2 

Equating real and imaginary parts, we get


n −1 ( n) n
 x cos sxdx = n
cos … (2)
0 s 2


n −1 ( n) n
 x sin sxdx = n
sin … (3)
0 s 2

2
Xly on both sides of equation (2) and (3)


2 2  ( n) n
Fc ( x n−1 ) = n −1
 x cos sx dx = cos … (3)
 0  s n
2

2 2  ( n) n
Fs ( x n−1 ) = n−1
 x sin sx dx = sin … (4)
 0  s n
2

1
Put n = in (3) and (4)
2

1
 
 1  2 2 
Fc  = cos
 x  s 4

2  1  1 
=
 s 2   2  =  
   

 1  1
Fc  =
 x s

1
 
 1  2 2 
Fs  = sin
 x  s 4

2  1  1 
=
 s 2   2  =  
   

 1  1
Fs  =
 x s
Maths Fourier Transform

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

 1 
To find F  
 1x1 


 1   1  isx
F =  e dx

 | x |
 2 − x

1  1
=  (cos sx + i sin sx ) dx
2 − x

 1  2  1
F =  cos sx dx ….(5) [The second term odd]
 | x |  2 0 x

Put n = 1/2 in (2), we get

1
 

dx =   cos
 cos sx 2

0 x s 4

 1 
= = ...(6)
s 2 2s

Substitute (6) in (5)


 1   2  1
F = =

 | x |
  2s s

Problem 14: Find f(x) if its sine transform is e-as, a> 0.

Solution:

Fs ( f ( x)) = F (s)

Given that Fs ( f ( x)) = e − as

2
f ( x) =  Fs ( s) sin x ds
 0

2 − as
=  e sin sx ds
 0
Maths Fourier Transform


2  e −as 
=  2 (−a sin sx − x cos sx )
 a + s 2
0

2 x 
=  .
  a2 + x2 

e − as
Problem 15: Find f(x) if its Fourier sine Transform is .
s

Solution:

e − as
Let Fs ( f ( x)) =
s

2  e − as
Then f ( x) =  sin sx ds … (1)
0 s

df 2   e − as 
 =   sin sx  ds =
dx  0 x  s 
2  e −as 2  −as 2 a
=  s cos sx ds =  e cos sx ds =
0 s 0  a + x2
2

2 dx
 f ( x) = a
 a + x2
2

2  x
= tan −1   + c … (2)
 a

At x = 0, f(0) = 0 using (1)

2
(2)  f (0) = tan −1 (0) + c  c = 0


2  x
Hence f ( x) = tan −1  
 a

− x2
− x2 2
Problem 16. Find the Fourier Cosine Transform of e and hence Show that xe is
self-reciprocal with respect to Fourier sine transform.

Solution:
Maths Fourier Transform

The Fourier Cosine Transform of f(x) is


Fc  f ( x ) =
2
  f ( x) cos sx dx
0

2 1  − x2
 2 0
= . .2 e cos sx dx

1 
 e − x e isx dx
2

=
2 −

s2 
e− x +isx
2
1 −
=
2
R.P of e 4 
−
−s2
dx
4
e

s2  s2
1 − − x 2 +isx+
=
2
R.P of e 4 e
−
4
dx

2
s 2
  is 
1 − − x − 
=
2
R.P of e 4 e
−
 2
dx

is
Put x − = y; dx = dy
2

When x = −, y = −

x = , y=

s2 
1 −
e
− y2
= R.P of e 4 dy
2 −

s2 
1 −
R.P of e 4 2  e − y dy
2
=
2 0

  − x2  
2
1 −
s
   e dx =
= R.P of e 4 2 
2 2  0 2 

( )
− s2
− x2 1
Fc e = e 4
2
Maths Fourier Transform

 −x  d  2 
−x
2 2

Result : Fs  xe  = − Fc e 
2

  ds  

 −x  −s
2 2

But Fc e  = e 2
2

 

 −x  d  2
−s 
2 2

Fs  xe  = −
2
e 
  ds  


− s2
 − 2s 
=−e 2
. 
 2 

− s2
2
= se

− s2
 xe 2
is self reciprocal with respect to sine transform

Exercise 1.

1, if 0  x  1
1. Find the Fourier sine and cosine transforms for f(x) = 
0, if x  1

2. Find the Fourier cosine transform of 2e-5x + 5e-2x.

3. Find the Fourier sine and cosine transform of e-x and hence show that
 x sin mx   cos mx 
 dx = e − m and  dx = e − m
0 1+ x 2
2 0 1+ x 2
2

cos sx if 0  x  a
4. Find the Fourier cosine transform of f(x) = 
0 if x  a

Find the Fourier cosine transform of e− x .

2
5.

x
6. Find the Fourier sine transform of .
1 + x2

x
7. Find the Fourier cosine transform of .
1 + x2

e − as 1 
8. If FS [ f ( x)] = , find f(x) and FS −1  .
s s
Maths Fourier Transform

1, 0  s  1

9. If FS [ f ( x)] = 2, 1  s  2, find f(x).
0, if s  2


Show that xe− x

2
/2
10. is self reciprocal with respect to Fourier sine transform.

 x sin mx
11. Find the Fourier sine transform of e-|x|, x ≥ 0, and hence evaluate  dx.
0 1 + x2

e − ax
12. Find the Fourier sine transform of .
x

13. Find the Fourier sine and cosine transform of e-ax cos ax, a> 0.

sin x, 0  x  a
14. Find the Fourier sine transform of the function f(x) = 
0, xa

1
15. Find the Fourier cosine transform of .
x + a2
2

Answer

2  1 − cos s  2 sin s
1. Fs ( s) =  , FC ( s) .
 s   s

2  10 10 
2. + 2

  s + 25 s + 4 
2

1  sin( s + 1)a sin( s − 1)a 

4. + , s  1.
2  s + 1 s − 1 

2
1 s4
5. e
2


6. e− s
2


7. e− s
2

2 x 
8. tan −1 ;
 a 2
Maths Fourier Transform

2
9. [1 + cos x − 2 cos 2 x]
x


11. e− m
2

2 s
12. tan −1
 a

1  s+a s−a  1  a a 
13.  2 + 2 2
,  + 2 2
2  a + ( s + a) a + ( s − a)  2  a + ( s + a) a + ( s − a) 
2 2 2

1  sin( s − 1)a sin( s + 1)a 

14. − , s  1.
2  s − a s + 1 

 e− as
15. ,a  0
2 a

Exercise 2.

 dx 
1. Using the Fourier transform e-|x|, prove that  =
0 ( x + 1)
2 2
4

 dx
2. Evaluate  using transform methods.
0 ( x + 1)( x 2 + 4)
2

[Hint: Consider f(x) = e-x,g(x) = e-2x]

  2 x
cos x, | x | 2  − cos
2 dx
3. If f(x) =  using parseval’s Identity evaluate 
 (1 − x ) 2
0, | x | 0

 2

 1 − cos x 
2

4. Using Parseval’s identity, evaluate    dx.
0  x 

1, if 0  x  1
Hint: f(x) =  . Find Fc[f(x)] and use Parseval’s identity
0 if x  1

e − as 1 
5. If Fs[f(x)] = , a  0 find f(x) and FS −1  
s s
Maths Fourier Transform

1 for | x | 2
6. Find the Fourier transform of f(x) given by f(x) =  and hence
0 for | x | 2
2

sin x   sin x 
evaluate  dx and    dx.
0 x 0  x 

 x2
7. Using Parseval’s identity evaluate  dx.
0 (a 2 + x 2 )

 (1 − e − a )
2
sin ax 
8. Using Parseval’s identities, prove that  dx = .
0 x(a + x )
2 2
2 a2

 x 2 dx 
9. Prove that  = , a  0, b  0
0 ( x + a )( x + b ) 2(a + b)
2 2 2 2

 1 −  , if 0    1
10. Solve the integral equation  f ( ) cos d = 
0 0, if   1

Answer

 2  2 x 
1. 3. 4. 5. tan −1 ,
2 8 2  a 2

  
2
  sin x   x2  sin 2 t
6.    dx = 7.  dx = 10.  dt =
0  x  0 (a + x )
2 2 2 2
2 2 0 t 2

Finite Fourier Transforms

If f(x) is a function defined in the interval (0,l)then the finite Fourier sine
transform of f(x) in 0 <x<l is defined as

l nx
FS [ f ( x)] =  f ( x). sin dx where ‘n’ is an integer.
0 l

The inverse finite Fourier sine transform of Fs[f(x)] f(x) and given by

2  nx
f ( x) =  Fs [ f ( x)] sin
l n =1 l

The finite Fourier cosine transform of f(x) in 0 <x < l is defined as

l nx
FC [ f ( x)] =  f ( x) cos dx
0 l
Maths Fourier Transform

where ‘n’ is an integer.

The inverse finite Fourier cosine transform of Fc[f(x)] is f(x) and is given by

1 2  nx
f ( x) = Fc (0) +  Fc [ f ( x)] cos
l l n =1 l

Example 1. Find the finite Fourier sine and cosine transform of f(x) = x2 in 0 <x< 1.

Solution:

The finite Fourier sine transform is

l nx
FS [ f ( x)] =  f ( x). sin dx
0 l

Here f ( x) = x 2

l nx
 Fs[x2] =  x 2 sin dx
0 l

l
  nx   nx   nx 
 2  − cos l   − sin   cos 
= x    − 2x  l  
+ 2 3 3 
l
   n   n 
2 2
  n 
    
  l   l 2
  l 3 0

− l3 2l 3 2l 3
= cos n + 3 3 cos n − 3 3 , cos n=(-1)n, sin n=0
n n n

l3 2l 3
= (−1) n+1 + 3 3 [( −1) n − 1]
n n

The finite Fourier cosine transform is

l nx
Fc[f(x)] =  f ( x) cos dx
0 l

Here f(x) = x2

l nx
 Fc[x2] =  x 2 cos dx
0 l

l
  nx   nx   nx 
  sin   − cos   − sin 
=  x2  l  − 2 x l  + 2 l 
  n   n 2 2   n3 3 
     
l   l2   l3  0
Maths Fourier Transform

2l 3
= cos n , cos n=(-1)n, sin n=0
n 2 2

2l 3
= (−1) n
n 2 2

Example 2: Find the finite Fourier sine and cosine transform of f(x) = x in (0, π)

Solution:

The finite Fourier sine transform of f(x) in (0, π) is


FS [ f ( x)] =  f ( x). sin nx dx
0

Here f(x) = x in (0, π)


 Fs[x] =  x sin nx dx
0


  − cos nx  − sin nx 
=  x  −1
  n  n 2  0

 
= - cos n = (−) n+1 .
n n

The finite Fourier cosine transform of f(x) in (0, π) is


FC[f(x)] =  f ( x). cos nx dx
0


FC[x] =  ( x) cos nx dx
0


  sin nx   − cos nx 
=  x  − 1 
  n   n  0
2

1
= [cos n − 1]
n2

1
= 2
[( −1) n − 1]
n

Example 3: Find the finite Fourier sine and cosine transforms of f(x) = eax in (0,l)

Solution:
l nx
We know that FS [ f ( x)] =  f ( x) sin dx
0 l
Maths Fourier Transform

Here f(x) = eax

l nx
Fs[eax] =  e ax sin dx
0 l

1
 
 e ax
 nx n nx 
=  a sin − . cos 
a2 + n   l 
2 2
l l
 l2 0

n
e al  − n  l
= 2 2 
cos n  +
  a2 + n 
a2 + 2 
2 2
n l
l l2

nl
= [( −1) n+1 e al + 1]
a l + n 2 2
2 2

l nx
FC [eax] =  f ( x) cos dx
0 l

l nx
=  e ax cos dx
0 l
l
 
 e ax  nx n nx  
=  a cos + sin 
a2 + n 
2 2
l l l  
 l2 0

e al .l 2 al 2
= ( a cos n ) −
a 2l 2 + n 2 2 a 2l 2 + n 2 2

al 2
= [e al .(−1) n − 1]
al + n 
2 2 2

Example 4: Find the finite Fourier cosine transform of f(x) = sin ax in (0, π).

Solution:

FC [sin ax] =  sin ax. cos nx dx
0


1
2 0
= [sin( a + n) x + sin( a − n) x]dx
Maths Fourier Transform


1  − cos(a + n) x cos(a − n) x 
=  −
2 a+n a − n  0

− 1  cos( a + n) cos( a − n) 1 1 

=  + − −
2  a+n a−n a + n a − n 

− 1  (−1) a+n (−1) a−n 1 1 

 + − −
a + n a − n 
=
2  a+n a−n

if both n and a are even

0, if both n and a are even

 
Fc(sin ax) =  1 2 + 2 , if n or a is odd
 2  a + n a − n _ 


0, if both n and a is odd


Fc(sin ax) =  2n , if n or a is odd

 a 2 − n2

2 (−) p−1
Example 5: Find f(x) if its finite sine transform is given by , where p is positive
p3
integer 2 <x< π.

Solution:

We know that the inverse Fourier since transform is given by

2 
f ( x) =  FS [ f ( x)] sin nx … (1)
 p =1

2 (−1) p−1
Here FS [ f ( x)] = … (2)
p3

Substituting (2) in (1) we get

2 2 (−1) p−1

f(x) =  sin px
 p=1 p3

 (−1) p−1
= 4 sin px
p =1 p3
Maths Fourier Transform

 2 p 
cos 
Example 6: If f(p) =  3 
find Fc-1 [f(p)] if 0 <x< 1.
(2 p + 1) 2

Solution:

−1 1 2  nx
FC [ f ( p )] = f c (0) +  FC [ f ( x)] cos
l l n=1 l

 2 p 
cos 
Here f ( p) =  3 
(2 p + 1)2

Let FC[f(x)] = f(p)

1 2  nx
 Fc −1[ f ( p) = f c (0)  f ( p). cos [ l = 1]
1 1 n =1 l

 2 p 
cos 

=1+ 2   3  . cos nx
n =1 (2 p + 1) 2

Exercise

1. Find finite Fourier sine and cosine transform of

1 − cos n
1. f ( x) = xin(0, l ) [Ans. ,0 ]
n

l4 6l 4 3l 4 6l 4
2. f ( x) = x3in (0, l ) [Ans. (−l ) n +1 + 3 3 (−l ) n ; 2 2 (−1) n − 4 4 [( −1) n − 1]
n n n n

 
1 in 0  x  2 1 n 2 n
3. f ( x) =  [ Ans. [cos n − 2 cos + 1]; sin ]
 n 2 n 2
− 1 in  x  
 2

− 64 128 128
4. f ( x) = x3 ,0  x  4 [Ans. cos n + 2 2 (cos n − 1); 2 2 cos n ]
n n n

 2 
2
 s  0
 
Find the finite cosine transform of 1 −  [Ans. 
x 2 ,
2.
 ]
   ,s = 0 
3 