Chapter 8

Fourier Transform
We introduce the Fourier transform, a special linear integral transformation for
differential equations which are defined on unbounded domains. The method is
associated with the French physicist and mathematician Joseph Fourier whose
work opened up a new way to solve linear PDEs. As we will see later, the Fourier
transform reduces a partial differential equation in (t; x)-domain to an ordinary
differential equation in (t; !)-domain.

8.1 Definition
The Fourier transform is a linear integral transformation of a function f (x) in
x-domain to another function f^(!) in !-domain. As we will see in sequel, ! can
be considered as the frequency variable and thus f^(!) represents the frequency
distribution embedded in function f (x).
1. (Admissible functions) We first introduce the admissible space of func-
tions.

Definition 8.1. A function f (x); ¡1 < x < 1 is called integrable if the

following relation holds Z
1
jf (x)j dx < 1: (8.1)
¡1

A function f(x); ¡1 < x < 1 is called admissible if f 2 Cpw

1
(¡1; 1), and f
is integrable.

For example, function

8
>
< p
1
x>0
x
f (x) = ;
> 1
: ¡ p¡x x<0

is not admissible even it satisfies the following property

Z R
lim f (x) dx = 0; :
R!1 ¡R

1
2 Fourier Transform

Note that
Z Z
R R
1 p
lim jf (x)j dx = 2 lim p dx = lim 4 R = 1:
R!1 ¡R R!1 0 x R!1

The Fourier transform is usually defined for admissible functions. However,

as we will see below, the definition can be extended for a wider class of
functions than the admissible ones.
2. (Definition of Fourier transform) Suppose f is a function (not neces-
sarily admissible) defined on R: (¡1; 1). Its Fourier transform F ff g :=
f^(!) is defined by the following integral
Z 1
^
F ff g := f (!) = f (x) e¡i!x dx ; (8.2)
¡1

as long as the integral exists. The improper integral is understood in the

following sense
Z 1 Z R
f (x) e ¡i!x
dx = lim f (x) e¡i!x dx: (8.3)
¡1 R!1 ¡R

Example 8.1. Consider the following function

8
< 1 0<x<1
f(x) = ¡1 ¡1 < x < 0 :
:
0 otherwise
Its Fourier transform is
Z 0 Z 1
2(1 ¡ cos !)
f^(!) = ¡e ¡i!x
dx + e¡i!x dx = :
¡1 0 i!

Observe that f^(!) is an imaginary function of !. The following figure shows

2(1 ¡ cos !)
the graph of Im(f^) = !
.
8.1 Definition 3

Problem 8.1. Assume that f is an odd function and its transform is f^(!). Prove
that f^(!) is a pure imaginary function and odd, that is, f^(¡!) = ¡f^(!). If f (x) is
an even function, then f^(!) is real and even function.

3. Note that the integral (8.2) is improper, and may be fail to exist even if f
is bounded. The following proposition gives a sufficient condition for the
convergence of the integral. It is just a sufficient and not necessary in any
means.

Proposition 8.1. If a function f is admissible then f^(!) exists and contin-

uous for all ! 2 R, and furthermore

sup jf^(!)j < 1:

!

Proof. By the equality jf (x) e¡i!nxj = jf (x)j, the integral (8.2) implies
Z 1
jf^(!)j  jf (x)j dx < 1;
¡1

and thus f^(!) converges for all !. In addition

Z 1
^
sup jf (!)  jf (x)j dx < 1:
! ¡1

Let !n be an arbitrary sequence such that !n ! !. Then we have

Z 1
lim f^(!n) = lim f (x) e¡i!nx dx:
n!1 n!1 ¡1

Again since jf (x) e¡i!nxj = jf (x)j, and f is integrable, we can pass the limit
inside the integral according to the dominant convergence theorem (see the
appendix to this book), and write
Z 1 Z 1
lim f^(!n) = f(x) lim e ¡i!nx
dx = f (x) e¡i!x dx = f^(!);
n!1 ¡1 n!1 ¡1

that completes the proof. 

Example 8.2. Function


1 x>0
f (x) = ;
¡1 x < 0

is not admissible, and the definition of the Fourier transform fails as

Z 0 Z 1 Z 1
f^(!) = ¡e ¡i!x
dx + e ¡i!x
dx = ¡2i sin(!x) dx:
¡1 0 0
4 Fourier Transform

Now, let us consider the following function


e¡"x x > 0
f"(x) = :
¡e"x x < 0

The function is admissible and its transform is

Z 1 Z 1
^ !
f"(!) = f"(x) e ¡i!x
dx = ¡2i e¡"x sin(!x) dx = ¡2i :
¡1 0 "2 + ! 2

Since f"(x) ! f (x) for " ! 0, we define f^(!) through the following limit

¡2i
f^(!) = lim f^"(!) = :
"!0 !

4. (Inverse transform) Suppose f^(!) is a function defined on ! 2 (¡1; 1).

The inverse Fourier transform of f^ is defined by the following integral
Z 1
1
F ¡1
(f^) = f^(!) ei!x d!; (8.4)
2 ¡1

as long as the integral exists. The integral is understood in the following sense
Z 1 Z R
f^(!) ei!x d! = lim f^(!) ei!x d!: (8.5)
¡1 R!1 ¡R

The following theorem establishes the relationship between F ; F ¡1. See the
appendix of this chapter for a proof.

Theorem 8.1. Assume that f is an admissible function, then

f (x+) + f (x¡)
F ¡1(f^)(x) = ; (8.6)
2

where f (x+) and f (x¡) are the right and left limits of f at x respectively.

2(1 ¡ cos w)
Example 8.3. Let us verify the theorem for functions f^ = i!
. We have
Z R Z R
1 1 ¡ cos ! i!x 2 1 ¡ cos !
F (f^)(x) =
¡1
lim e d! = lim sin(!x) d!;
i R!1 ¡R !  R!1 0 !

where we used the symmetry property for the integration. The following
figures shows the value of the integral for R = 20; 100 respectively. It is
observed that for R ! 1 the integral approaches f (x).
8.1 Definition 5

1.5

0.5

-0.5

-1

-1.5
-2 -1 0 1 2

1.5

0.5

-0.5

-1

-1.5
-2 -1 0 1 2

¡2i
Now, let us verify the theorem for the function f^(!) = ! . We have
Z R
¡1 ^ 2 sin(!x)
F (f )(x) = = lim d!:
 R!1 0 !

The following figure shows the result for R = 20; 100.

1.5

0.5

-0.5

-1

-1.5
-2 -1 0 1 2

1.5

0.5

-0.5

-1

-1.5
-2 -1 0 1 2
6 Fourier Transform

5. (From Fourier series to Fourier transform) Remember the formula

of Fourier series defined for a function f (x) on (¡R; R)
X1  Z R 
1 ¡in!x
f (x) = f (x) e dx ein!x;
n=¡1
2R ¡R

2
where ! = 2R . Let us denote ! just by
!, and thus we have
1
1 X
f (x) = g(n
!)
!ein
!x;
2 n=¡1
where
Z R
g(n
!) = f (x) e¡in
!x dx:
¡R
The series
1
X
g(n
!)
!ein
!x;
n=¡1

can be approximated by the following series

h i
1
X R

g(n
!)
!ein
!x;
h i
1
n=¡ R

and thus for R ! 1, the above Riemann series approaches

Z R
g(!) ei!x d!;
¡R
and therefore
Z R
Z R

1
f (x) = lim f (x) e ¡i!x
dx ei!x d!:
2 R!1 ¡R ¡R

Compare the above formula with the Fourier inverse transformation.

6. (Sine Fourier transform) If f (x) is an odd function on (¡1; 1), then
its Fourier transform reads
Z 1 Z 1
F ff g(!) = f (x)fcos(!x) ¡ i sin(!x)g dx = ¡2i f (x) sin(!x) dx:
¡1 0

The above relation helps us to define the Fourier transform of functions

f (x) defined only on the half-interval (0; 1). If a function f(x) is defined only
on (0; 1), then the transformation of its odd extension fodd(x) on (¡1; 1) is
Z 1
f^odd(!) = ¡2i f (x) sin(!x) dx;
0

and thus we can defined the sine Fourier transform of the original function
f (x) as follows Z 1
^
fs(!) = f (x) sin(!x) dx:
0
8.2 Fourier transform of important functions 7

Since, Z Z
1 1
1 ¡i
fodd(x) = f^odd(!) ei!x dx = f^s(!) ei!x dx;
2 ¡1  ¡1

and f^s(!) is odd, the inverse transform is

Z
1 1^
f (x) = f (!) sin(!x) d!;
 ¡1 s
for x > 0. Similarly, the cosine Fourier transform of f (x) defined on (0; 1)
reads Z 1
^
fc(!) = f (x) cos(!x) dx;
0

with the following inverse for x > 0:

Z
1 1^
f (x) = fc(!) cos(!x) d!:
 ¡1

Example 8.4. Consider f (x) = e¡x for x > 0. The sine transform of f is
Z 1
^ !
fs(!) = e¡x sin(!x) dx = :
0 1 + !2
Therefore Z
¡x 1 1 ! sin(!x)
e = d!:
 ¡1 1 + ! 2
If we change x ! ! and ! ! x, then we reach
Z Z
¡! 1 1 x sin(!x) 2 1 x sin(!x)
e = dx = dx:
 ¡1 1 + x2  0 1 + x2
x
Therefore, the sine Fourier transform of f (x) = 1 + x2 defined on (0; 1) is
 ¡!
2
e .
Problem 8.2. Find the cosine Fourier transform of e¡x. By the result, find the
following integral Z 1
cos(ax)
I= dx;
0 1 + x2
for any constant a > 0.

8.2 Fourier transform of important functions

As it is common in physics, ! is usually interpreted as the angular frequency (through
the relation ! = 2f ) and therefore, f^(!) provides us with the distribution of
frequency components embedded in a function f (x). Let us see the transform of
some basic functions.
1. (A pulse) Let pa(x) denote the pulse

1 ¡a < x < a
pa(x) = :
0 otherwise
8 Fourier Transform

Clearly, pa is an admissible function, with the transform

Z a
sin (a!)
p^a(!) = e¡i!x dx = 2 :
¡a !
sin(x)
Function x is called sinc function and denoted by snc(x). Thus, p^a(!) =
2a snc(a!). Fig.8.1 shows p^a(!) in interval (¡4; 4) for a few values of a.
As it is observed from the figure, ! extends in (¡1; 1) regardless of the
fact that pa(x) is zero outside the interval [¡a; a]. This is upon to the fact
that pa(x) changes suddenly at x = a and thus generate high frequen-
cies. Notice also that p^a(!) looks narrower (containing lower frequencies and
concentrating around ! = 0) for larger values of a. This fact conforms our
expectation of lower frequencies in p(a) for larger a.

2 4

1 p̂ 1 (ω) 2 p̂ 2 (ω)
1
ω ω
−4 π −2 π 2π 4π −4 π−3 π−2 π −π π 2π 3π 4π

6
5
4
3 p̂ 3 (ω)
2
1
ω
−4 π−3 π−2 π −π π 2π 3π 4π

Figure 8.1.

Function p^a(!) is integrable and thus the conditions for the inverse transform
holds. Therefore, we can write F ¡1(p^a) = pa(x).
2. (Exponential function) Function f (x) = e¡t jxj; t > 0 is admissible and its
transform is as follows
Z Z 0 Z 1
^ ¡tjxj ¡i!x tx ¡i!x 2t
f (!) = e e dx = e e dx + e¡tx e¡i!x dx = 2 :
R ¡1 0 t + !2

Since f (x) is admissible and continuous and f^(!) is integrable, we have

  Z
¡t jxj ¡1 2t t 1 ei!x
e =F = d!:
t2 + ! 2  ¡1 t2 + ! 2
If we change x to ¡! and ! to x, we reach the following relation
Z  
¡t j!j t 1 e¡i!x t 1
e = dx = F 2 ;
 ¡1 t2 + x2  t + x2
8.2 Fourier transform of important functions 9

and therefore,
 
1 
F 2 2
= e¡tj!j:
t +x t

2
3. (Gaussian function) Let gt(x) = e¡tx for t > 0. This function is called
Gaussian function. The transform of the function is
Z 1 Z 1  2 i!  !2
Z 1  i! 2
¡tx2 ¡i!x ¡t x + t x ¡ 4t ¡t x+ 2t
g^t(!) = e e dx = e dx = e e dx:
¡1 ¡1 ¡1

According to the following known fact

Z 1
r
¡tx2 
e dx = ;
¡1 t
we obtain
r
 ¡ !4t2
g^(!)
t = e : (8.7)
t

The first figure below shows g^t(!) for t = 1/4 and t = 4. Observe again that
g^4(!) has wider range of frequencies than g^1 (!). Compare this fact with the
4
shape of gt(x) shown below it. Note that g4(x) is wider in x-domain than
1
g 1 (x) while g^4(!) is narrower than g^1 (!). For t = 2 , we have the important
4 p 4
symmetry g^1 = 2 g 1 .
2 2

ĝ(ω)


3 F e −x
2
/4

1

F e −4x
2

ω
−10 −5 5 10

f(x)
1. 0
e −x
2
/4

0. 5

e −4x
2

x
−2 −1 1 2

4. (Dirac delta) The concept of Dirac delta function is discussed in detail

in the textbook on ODEs. Remember that the delta function (x) has the
following property
Z 1
f (x) (x ¡ x0) dx = f (x0);
¡1
10 Fourier Transform

for any function f that is continuous at x0. Note that  is not a function in
the usual sense according to the following relation
Z "
lim (x) dx = 1!
"!0 ¡"

Remember that for any ordinary function f , the following property holds
Z "
lim f (x) dx = 0:
"!0 ¡"

For this reason,  is called a generalized function. Working with generalized

functions like (x) should be done with extreme cautious. The Fourier
transform of  is as follows
Z 1
F f g = (x) e¡i!x dx = e¡i!xjx=0=1:
¡1

For the inverse, we have

Z R
1 sin(Rx)
F ¡1
f1g = lim ei!x d! = lim :
2 R!1 ¡R R!1 x

It is left as an exercise to the reader to show that sequence

sin(nx)
n(x) = ;
x
is a delta sequence function, that is,
Z 1
lim f (x) n(x) dx = f(0);
n!1 ¡1

for arbitrary bounded C 1 function f . By the above justification, we can write

F ¡1f1g = (x):

5. (Sine and cosine) Another class of non-admissible functions with the

Fourier transform is sine and cosine functions. First note that we can write
Z
¡1 1 1 1
F f(! ¡ !0)g = (! ¡ !0) ei!x d! = ei!0x:
2 ¡1 2

According to the Euler formula ei = cos() + i sin(), we can write

ei!0x + e¡i!0x 1
F ¡1f(! ¡ !0) + (! + !0)g = = cos(!0x);
2 
and therefore we write
F fcos(!0x)g =  [(! ¡ !0) + (! + !0)]: (8.8)
8.3 Properties of Fourier transform 11

The geometrical interpretation of the above result is evident. In fact, cos(!0x)

is a periodic function with only one frequency component ! = !0, and this
is what formula (8.8) tells us. Even though, negative frequencies do not
make sense from physical point of view, it is necessary for mathematical
formulations of the transformation. Since cos(!0x) is an even function, the
negative component of frequency ¡!0 shows itself in the !-domain.

(! + !0) (! ¡ !0)

!
¡!0 !0

Figure 8.2. Fourier transform of cos(!0x)

The transform of sine function sin(!0x) is defined similarly by the fol-

lowing relation

F fsin(!0x)g = [(! ¡ !0) ¡ (! + !0)]:
i

8.3 Properties of Fourier transform

1. (Linearity) For any a; b 2 R, the transform is linear in the following sense
F faf + bgg = a f^(!) + b g^(!);
as long as f^ and g^ exist. If f ; g are admissible functions, then it is simply
verified function af + bg is admissible and thus F faf + bg g exists.
2. (Frequency shift) The multiplication f (x) cos(!0x) causes a shift of fre-
quency in f^(!) according to the following calculation
Z Z
1 1
F ff (x) cos(!0x)g = f (x)e i!0x ¡i!x
e + f (x)e¡i!0x e¡i!x:
2 R 2 R

The first integral is just f^(! ¡ !0) and the second one is f^(! + !0), and finally
1 1
F ff (x) cos(!0x)g = f^(! ¡ !0) + f^(! + !0):
2 2
Perhaps one of the most important applications of the property is frequency
modulation. Assume we collect online data fi(t), i = 1; :::; n from different
users to transmit them along a cable. By allocating the same frequency band
to each user, fi(t) is multiplied by cos(i!0t) to shift its Fourier transform
to i!0. This method prevents the interference of transmitted data.
12 Fourier Transform

!
!0 2!0 3!0 4!0

Example 8.5. Consider the following integral

Z 1
cos(!0x)
I= dx:
0 1 + x2
We can write  
cos(!0x)
2I = lim F ;
!!0 1 + x2
and since  
1
F = e¡j! j;
1 + x2
we obtain  
cos(!0x) 
F = fe¡j! ¡!0j + e¡j!+!0jg:
1 + x2 2

Letting ! ! 0, we obtain I = 2 e¡!0.
3. ( shift in x) There is a beautiful duality between shift in x and !-domain
which is stated in the following calculation
Z Z
F ff (x ¡ x0)g = f (x ¡ x0) e ¡i!x
dx = e ¡i!x0
f (y) e¡i!y dy = e¡i!x0 f^(!):
R R

This property is widely used in the analysis of linear time invariant (LTI)
systems.
4. (Differentiation and integration) If f (x) is admissible and differentiable,
then
F ff 0g = i! f^(!); (8.9)
as long as f^(!) exists. The property is simply proved by definition (8.2).
Similarly, if F (x) an anti-derivative of f is admissible, then by the relation
F fF 0g = f^(!) and (8.9) we obtain
1 ^
F fF g = f (!): (8.10)
i!
The formula (8.10) should be used with cautious for non-admissible functions.
For example, we have
Z x 
1 x>0
(x)dx = : =u(x):
¡1 0 x<0
Thus, one may be tempted to write
1 1
F fu(x)g = F f g = ;
i! i!
that is not correct. In fact, according to the inverse transform, we have
1 1
F ¡1fu^(!)g(0) = [u(0+) + u(0¡)] = ;
2 2
8.3 Properties of Fourier transform 13

but
  Z R
1 1 d!
F ¡1
(0) = lim = 0:
i! 2i R!1 ¡R !

For this reason, we take the transform of u(x) as follows

1
u^(!) = + (!):
i!
Note that by (8.6), we have
  Z R
1 1 1
F ¡1
+ (!) (0) = lim (!) d! = :
i! 2 R!1 ¡R 2

It is left as an exercise to reader to check the following property

  
¡1 1 1 x>0
F + (!) (x) = :
i! 0 x<0

5. (Multiplication by x) Assume that f (x) is admissible, then we have the

following property that is crucial in solving differential equations
d ^
F fxf (x)g = i f (!);
d!
as long as f^ is differentiable. The justification is as follows
Z Z
d ^ d ¡i!x
f (!) = f (x) e dx = ¡i xf (x) e¡i!x dx = ¡iF fxf (x)g:
d! d! R R

x
Example 8.6. Let us calculate the transform of g(x) = 1 + x2 . We saw above
that  
1
F = e¡j! j;
1 + x2
and thus
n x o
F = ie¡j!j sgn(!):
1 + x2
1
Note that the transform of f (x) = 1 + x2 is not differentiable at ! = 0.

The following theorem gives a sufficient condition that the Fourier

transform of a function is continuously differentiable. The proof is given
in the appendix to this chapter.

Theorem 8.2. Assume that f is admissible function and decays exponen-

tially at 1, that is,
jf (x)j < e¡ jxj; ;  > 0

for jxj > M for some sufficiently large M. Then f^(!) is continuously differ-
entiable.
14 Fourier Transform

6. (Expansion and contraction) Let a > 0 and consider a function f (ax).

We have
Z 1 Z  
1 1 1 !
F ff (ax)g = f (ax) e ¡i!x
dx = f (y) e¡i!y/a dy = f^ :
¡1 a ¡1 a a

For a < 0, the transform is as

 
1 !
F ff (ax)g = ¡ f^ ;
a a
and thus for a =
/ 0, we obtain
1 ^ ! 
F ff (ax)g = f :
jaj a

On the other hand, for 0 < a < 1, function f (ax) shows an expansion in x-
domain, and a contraction for a > 1. Therefore, a contraction in x-domain
causes an expansion in !-domain and vice versa.

8.4 Fancy properties of the Fourier transform

8.4.1 Convolution
In the first volume of this book, we discussed in detail the concept of convolution
and its role in the study of linear time invariant (LTI) systems. Recall that the
convolution of two functions f ; g is defined by the following formula
Z 1
(f  g)(x) = f (y) g(x ¡ y)dy;
¡1

as long as the integral exist. It is simply seen that if f ; g are admissible then the
convolution exists. In fact, since f ; g are bounded (why?), we can write
Z  Z 1
 
 f (y) g(x ¡ y)dy  max jg j jf (y)j dy < 1:
 
R ¡1

On the other hand, if f ; g are admissible, their transform exists. We have the
following important property

F ff  g g = f^(!) g^(!): (8.11)

The convolution formula is simply proved by the following justification. According

to the Fubini theorem, we can change the order of the integrals and write
Z Z 
¡i!x
F ff  gg = f (y) g(x ¡ y) e dx dy:
R R
8.4 Fancy properties of the Fourier transform 15

Taking z = x ¡ y, we obtain
Z Z
g(x ¡ y) e ¡i!x
dx=e ¡i!y
g(z) e¡i!z dz;
R R
and thus Z Z
F ff  gg = f (y)e ¡i!y
dy g(z) e¡i!z dz = f^(!)g^(!):
R R

We accept the formula (8.11) for non-admissible functions like Dirac delta function
as well.

8.4.2 Energy and Plancherel theorem

In physics and engineering, the energy of a function f (x) is defined by the following
integral Z
E(f ) = jf (x)j2 dx;
R

as long as the integral is bounded. The Plancherel theorem states a relationship

between the energy of f (x) and the energy of f^(!).

Theorem 8.3. Assume that f (x) is admissible and square integrable, E(f ) < 1.
Then the following relation holds
E(f^) = 2E(f ): (8.12)

As an example, for f (x) = e¡jxj, we have E(f ) = 1, and by the equality f^(!) =
2
1 + !2
,
we have   Z 1
2 d!
E 2
=4 2 2
= 2:
1+! ¡1 (1 + ! )

It turns out that the 95 percent of the total energy of f^(!) is distributed in the
frequency band ¡1.838  !  1.838; see Fig.8.3. This cut-off value is usually used
in engineering to reconstruct an approximate function f~ of f .

f̂(ω)
2

ω
−4 −3 −2 −1 1 2 3 4

Figure 8.3.

If we define (
f^0.95(!) = f^(!) ! 2 [¡1.838; 1.838] ;
0 otherwise
16 Fourier Transform

then f0.95(x) is defined by the following relation

Z
1 1.838 ^
f0.95(x) = f (!) ei!x d!:
2 ¡1.838
The result is shown in fig.8.4 along with the reconstruction based on 0.99 cut-off for
¡3.373  !  3.373. Observe that more frequency band, more accurate is the recon-
struction of f (x). This method is extremely important in digital communication
and signal processing.

1. 0
e −x
0. 8 f0. 99
0. 6
0. 4 f0. 95

0. 2

−3 −2 −1 1 2 3

Figure 8.4. Reconstruction of f (x) = e¡x

8.4.3 Nyquist-Shanon rate

Let f (t) be a an electrical signal to be transmitted through a long transmission line.
In real applications, the sampled signal (the digital signal) is transmitted instead of
f (t). The original signal at the destination is reconstructed from the sampled one.
What should be the sampling rate that the transmitted signal keeps all information
in the original one and can be reconstructed at the origin without any loss? The
answer is given by Nyquist.
Assume that the signal f (t) has a bounded frequency band, say, ¡!0  !  !0. As
Nyquist and later, Shanon have shown, the original function can be reconstructed
!
by the sampled signal if the rate of the sampling is equal or greater than 0 . That
is an important result in digital signal transmission. From the information point of
view, sampling a signal with the Nyquist rate will preserve all information in that
signal. By Fourier series, we know that f^ has the following representation
X1  
^  n ¡in !!0
f (!) = f e ; (8.13)
n=¡1
!0 !0
 
n n
where f !0 is the data which is sampled at tn = !0 . Since !0 = 2f0, we have
n
tn = 2f0
. Thus, in order to reconstruct f^(!), one needs only the set of values
ff (tn)g1n=¡1. Let us see how to reconstruct f (t) from its Fourier series. As we
know, the Fourier series of f(t) is periodic; see Fig.8.5. In order to filter the prin-
cipal part f^(!) (shown with the blue) from the Fourier series and to reconstruct
f (t), one has to filter the series by multiplying it by the following pulse function

1 ! 2 (¡!0; !0)
P!0(!) = :
0 otherwise
8.4 Fancy properties of the Fourier transform 17

f^(!) P!0

!
¡!0 !0

Figure 8.5.

Therefore, the original function f (t) can be reconstructed by the inverse trans-
form of g^(!). In fact, we have
X1   Z !0 !
¡1 ^ 1 n ¡in !
0 e i!t d! =
f (t) = F ff (!) P!0(!)g = f e
n=¡1
2! 0 ! 0 ¡!0

X1  
n sin(!0t ¡ n)
f :
n=¡1
!0 !0t ¡ n

Example 8.7. Consider the following function

2(sin(t) ¡ t cos(t))
f (t) = :
t3
The Fourier transform of f is
(
1 ¡ ! 2 ¡1  !  1
f^(!) = :
0 otherwise

For !0 = 1, sequence ff (n)g1 n=¡1 captures all information in f(t). In fact, the
reconstruction is done by the following series
1
X sin(t ¡ n)
f (t) = f (n) ;
n=¡1
t ¡ n

which converges fast to the original function. In Fig.8.6, the original function is
shown with only 3 terms of the series.

f(t)

0. 2

0. 1

t
−20 −10 10 20

Figure 8.6.
18 Fourier Transform

8.4.4 Uncertainty principle

Here, let us introduce one important result of the above property which is called the
uncertainly principle. First, let us defined a measure for the dispersion of a function
f around x = 0 (similarly for the dispersion of f^ around ! = 0). This is defined by
the following formula Z 1/2
1 2
D(f ) = p jxf (x)j ;
E(f) R
provided that both integrals exist.

Theorem 8.4. As long as D(f ) is bounded, the following inequality which is called
the uncertainty principle holds
1
D(f ) D(f^)  :
2

The above principle states that the more certainty about f (x) (more concen-
tration around x = 0) leads to less certainty about f^ (wider around ! = 0) and vice
versa. This is the reason why the inequality is called the uncertainty principle. For
a simple proof of the theorem see the problem set.

8.5 Higher dimensional transform

We can define the Fourier transformation for multi-variable functions as well.
Let f : R2 ! R be a well defined function. The 2D transform of f is defined by the
following expression Z
^
f (!x; !y) = f (x; y) e¡i!x x e¡i!y y dxdy;
R2

as long as the integral exists. Here !x; !y are just two parameters (you can interpret
them as the frequency components of f with respect to x; y). Similarly, the inverse
transform is defined by the following formula
Z
¡1 ^ 1
f (x; y) = F ff g = 2 f^(!x; !y) ei!x x ei!yy d!x d!y:
4 R2
2 2
Example 8.8. Consider the Gaussian function g(x; y) = e¡(x +y )/2. The transform
of g is
Z
2 2
g^(!x; !y) = e¡(x + y )/2 e¡i!xx e¡i!yy dxdy =
2
Z  Z R 
2 2 2 2
e¡x /2 e¡i!xx dx e¡y /2 e y dy = 2e¡(!x +!y)/2:
¡i! y
R R

Remark 8.1. If f (x; y) is odd with respect to x then

Z Z
^
f (!x; !y) = f(x; y) e ¡i!x x ¡i!y y
e dxdy = ¡i f(x; y) sin(!xx) e¡i!y ydxdy;
R2 R2
8.5 Higher dimensional transform 19

and thus
f^(¡!x; !y) = ¡f^(!x; !y):

Similarly if f is odd with respect to y then f^(!x; ¡!y) = ¡f^(!x; !y). Also if f is
even with respect to x then f^(¡!x; !y) = f^(!x; !y).
Properties of the 1D transform hold for higher transform as well. For example,
if f is smooth enough, we have
F f@xf g = i!xf^(!x; !y); F f@xyf g = ¡!x !yf^(!x; !y):
Generally speaking, if f : Rn ! R is smooth enough and moreover
Z
jf (x1; :::; xn)j dV < 1;
Rn

then f^ is defined by the following integral

Z
f^(!1; :::; !n) = f (x1; :::; xn) e¡i!1 x1


e¡i!n xn dV ;
Rn
and also Z
1
f (x1; :::; xn) = f^(!1; :::; !n) ei!1 x1


ei!nxn d!:
(2)n Rn
We also need the following proposition for our subsequent study of linear partial
differential equations.
Proposition 8.2. Assume that u(t; x) is continuously differentiable function with
respect to t, and suppose that it has the Fourier transform with respect to x
Z
u^(t; !) = u(t; x) e¡i!x dx: (8.14)
R

If @tu(t; x) is admissible in (¡1; 1), then u^(t; !) is continuously differentiable with

respect to t and furthermore
Z 1
@tu^(t; !) = @tu(t; x) e¡i!x dx:
¡1

Proof. For arbitrary h 2 R, we have

Z 1 Z 1
u^(t + h; !) ¡ u^(t; !) u(t + h; x) ¡ u(t; x) ¡i!x
= e dx = @tu( ; x) e¡i!x dx;
h ¡1 h ¡1

where according the intermediate value theorem  is in the segment (t; t + h).
Therefore,
Z 1 Z 1
u^(t + h; !) ¡ u^(t; !)
lim = lim @tu( ; x) e ¡i!x
dx = lim @tu( ; x) e¡i!x dx:
h!0 h h!0 ¡1 ¡1 h!0

We passed the limit inside integral due to the dominant convergence theorem. Since
@tu is continuous, we obtain
Z 1
u^(t + h; !) ¡ u^(t; !)
@tu^(t; !) := lim = @tu(t; x) ei!x dx:
h!0 h ¡1
20 Fourier Transform

The continuity of @tu^(t; !) with respect to t follows from the continuity and the
integrability of @tu(t; x) and the dominant convergence theorem. 

Problems
Problem 8.3. Use Fourier theorem and conclude the following relations
Z 1
sinc(x) dx = ; F fsinc(x)g =  p^(!);
¡1

where p(x) is the pulse function in [¡1; 1]. This exercise shows that a low band filter in !-
domain corresponds to a sinc function in x-domain.
Problem 8.4. Find the Fourier transform of following functions
1
a) f(x) = a2 + x2

b) f(x) = ei!0x for jxj < 1 and f (x) = 0 in jxj > 1

(
e ¡x x > 0
c) f(x) = 0 x<0
(
x e¡x x > 0
d) f(x) = 0 x<0

e) f(x) = 1 a<x<b
0 otherwise

Problem 8.5. Find the inverse transform of the following functions

1
a) f^(!) = !2 ¡ 2! + 2

b) f^(!) = e¡j! j¡i!

Problem 8.6. Verify the following relation
 2 
p ! ¡
F fcos(x2)g =  cos :
4
Find a similar relation for F fsin(x2)g.
Problem 8.7. Find cosine transform of the following functions
a) f(x) = e¡x
b) f(x) = xe¡x
Problem 8.8. Assume that f (k) are admissible for k = 0; :::; n. Find a formula for F ff (n)g.
Problem 8.9. Show the following relation
  
1 1 x>0
F ¡1 + (!) (x) = :
i! 0 x<0
Problem 8.10.
a) Show the following relation for t > 0
( ) p !1/2
e¡tjxj p t + t2 + ! 2
F p = 2 :
jxj t2 + ! 2

b) Conclude the following relation

( ) r
1 2
F p = :
jxj j!j
8.5 Higher dimensional transform 21

c) Find the following integral Z 1

cosx
p dx:
0 x

Problem 8.11. Use the transform of the function f (x) = e¡jxj to show
Z
 cosx
= 2
dx:
e R +x
1
Also prove Z
cos (sx)
lim dx = 0:
s!1 R 1 + x2
p
Problem 8.12. Consider the function g(x) = 2 e¡2jxj.
a) Find the energy of g(x) and verify the Plancherel identity.
b) Find the frequency band of the 95 percent cut off energy of g(x).
c) Draw g(x) and the reconstructed function based on the band you found in the part (b).
Problem 8.13. We give a proof for the uncertainty principle.
Z Z
1Z 1
Z x2jf (x)j2 ! 2jf^(!)j2  :
4
jf (x)j2 jf^(!)j2 R R
R R

a) Without loss of generality, assume kf k = 1 (why is this plausible?) Then, according

p
to the Plancherel identity, we have kf^k = 2 . On the other hand, by the relation
F ff 0g = i! f^(!), we obtain Z Z
!2f^(!) = jf 0(x)j2:
R R

We show first the following inequality

Z 1/2 Z 1/2 p
2 2 0 2 2
x jf (x)j jf (x)j  :
R R 2

b) Use the Cauchy-Schwarz inequality and show the following inequality

Z 1/2 Z 1/2 Z
x2jf(x)j2 jf 0(x)j2  xf (x) f 0(x):
R R R

Show also that the equality holds only if xf(x) = f (x) for some  2 R.
0

c) Show that Z
1
xf (x)f 0(x) dx 
R 2
2
and conclude the uncertainty principle. Show that the equality holds only if f (x) = ceax
where c; a are some constants.
Problem 8.14. Suppose f is a Fourier transformable function and f^ is its transform.
a) If f is even function then f^(¡!) = f^(!).
b) If f is an odd function then f^(¡!) = ¡f^(!).
Problem 8.15.
a) Verify that the tent function
8
< x + 1 ¡1  x  0
f (x) = 1 ¡ x 0  x  1
:
0 otherwise
22 Fourier Transform

is the convolution of the pulse function


1 ¡1/2  x  1/2
p(x) = :
0 otherwise

b) Use convolution to find the transform of f (x).

Problem 8.16. Suppose f ; g are real admissible functions.
a) Show the following relation
1 ^
F ff (x)g(x)g = f (!)  g^(!):
2
b) Use the above relation to show the following version of Parseval relation
Z Z
1
f (x)g(x)dx = f^(!) g^(!) d!:
R 2 R
In particular, we have Z Z
1
2
jf (x)j dx = jf^(!)j d!:
R 2 R
Problem 8.17.
a) Show the following relation for a > 0
 
sin(ax)
F =  p^a(!);
x

where p^a(!) is a pulse in (¡a; a) in !-domain.

b) Use Parseval relation to show
8
Z 1 < a
a<b
sin(ax) sin(bx) 2
= :
0 x2 : b
b<a
2

Problem 8.18. Assume that f is smooth, Fourier transformable and

1
X
f (n) < 1:
n=¡1

Show the following relation which is called the Poisson summation

1
X 1
X
f (n) = f^(2n):
n=¡1 n=¡1
Hint: note that Z 1
1
f (n) = f^(!) ein! d!;
2 ¡1

and also that for m = ¡1 to 1 integers, we have

1
X
f^(2m) = fn;2m;
n=¡1
where
Z (2m+1)
1
fn;2m = f^(!) e¡in! d!:
2 (2m¡1)

Problem 8.19. Use the result of above problem to show the following identity
1
X 1
=  coth:
1 + n2
n=¡1

Problem 8.20. Assume that function f and its derivative f 0 are admissible. Prove the
property (8.9). If the anti-derivative of f is admissible, show the property (8.10).
8.5 Higher dimensional transform 23

Problem 8.21. Find the transform of the following functions

a) f(x) = e¡jxj¡jy j
b) f(x; y) = e¡tjxj¡sjy j
2
¡ y2
c) f(x; y) = e¡x
1
d) f(x; y) = (a2 + x2)(b2 + y2)

Problem 8.22. Assume that f (x; y) is smooth function of order 2 and integrable. Find the
formula of the transform F f
f g.
24 Fourier Transform

8.6 Appendix

8.6.1 A proof of the Fourier theorem

We need the following Fubini theorem

Theorem 8.5. Assume that f (x; y) is an integrable function, i.e.,

Z Z
I= jf (x; y)j dA < 1:
R R
If integrals Z Z  Z Z 
I1 = f (x; y) dx dy; I2 = f (x; y) dy dx;
R R R R

exist, then I1 = I2.

We also need the following lemma.

Lemma 8.1. (Lebesgue-Riemann) Assume that f (x), a < x < b is integrable, that
is,
Z b
jf (x)j dx < 1:
a
Then we have
Z b
lim f (x) sin(nx) dx = 0:
n!1 a

Now we can prove the Fourier theorem.

Theorem 8.6. Assume that f is admissible function and assume that f^(!) is inte-
grable. Then we have
Z n
1 1
lim f^(!) ei!x d! = [f (x+) + f (x¡)]:
2 n!1 ¡n 2

For simplicity, we assume that f is C 1.

Proof. Since f^(!) is continuous, then for any n > 0, the integral
Z n
In(x) = f^(!) ei!x d!;
¡n

exists. On the other hand, we have

Z n Z  Z nZ
¡i!
In(x) = f () e i!x
d e d! = f () ei!(x¡) dd!:
¡n R ¡n R

By Fubini theorem, we can switch the integration as

Z Z n 
i!(x¡)
In(x) = f () e d! d:
R ¡n
8.6 Appendix 25

But we saw before Z n

sin n(x ¡ )
ei!(x¡ ) d! = 2 ;
¡n x¡
and then Z
sin n(x ¡ )
In(x) = 2 f () d:
R x¡
By taking z = x ¡ , we obtain
Z
sin(nz)
In(x) = 2 f (x ¡ z) dz:
R z
We have
Z Z ¡1 Z 1
sin(nz) f (x ¡ z) sin(nz)
f (x ¡ z) dz = sin(nz) dz + f (x ¡ z) dz +
R z ¡1 z ¡1 z
Z 1
f (x ¡ z)
+ sin(nz) dz:
1 z
By the Lebesgue-Riemann lemma we have
Z ¡1 Z 1
f (x ¡ z) f (x ¡ z)
lim sin(nz) dz = lim sin(nz) dz = 0:
n!1 ¡1 z n!1 1 z
We have also
Z 1 Z 1 Z 1
sin(nz) sin(nz) sin(nz)
f (x ¡ z) dz = [f (x ¡ z) ¡ f (x)] dz + f (x) dz
¡1 z ¡1 z ¡1 z
Z  Z
z  sin z  z  sin z
lim In(x) = 2 lim f x¡ dz = 2 lim f x ¡ dz =
n!1 n!1 R n z Rn!1 n z
Z
sin z
==2 f (x) dz = 2f (x);
R z

and this completes the proof. 

8.6.2 A proof of the theorem (8.2)

We first prove f^(!) is continuous. Fix !, then
Z Z
^
lim f (! + ") = lim f (x)e ¡i!x ¡i"x
e dx = f (x) e¡i!x lim e¡i!" dx = f^(!):
"!0 "!0 R R "!0

That the limit can be passed inside the integration follows from the dominant con-
vergence theorem (see the appendix). Now we show that f^ is differentiable. Fix !
and write
Z Z
f^(! + ") ¡ f^(!) ¡i!x e
¡i"x
¡1
= f(x) e dx = ¡i xf (x) e¡i!x e¡ix"0dx
" R " R

for some "0 in the segment (0; ") (if " > 0). The condition of the exponentially decay
of f at infinity implies that there is R > 0 such that
jf (x)j  e¡ jxj; jxj > R;
26 Fourier Transform

for some constants ;  > 0. Note that this implies the function g(x) = xf (x) to be
admissible. We have
Z Z Z
lim xf (x) e ¡i!x ¡ix"0
e dx = xf (x) e ¡i!x
lim e ¡ix"0
dx = xf (x) e¡i!xdx:
"!0 R R "!0 R

The possibility to pass the limit inside the integral follows from the dominant con-
vergence theorem again. Therefore
Z
f^(! + ") ¡ f^(!)
lim = ¡i xf (x) e¡i!x dx = ¡ig^(!):
"!0 " R

The fact that f (x) decays exponentially at infinity, implies that gn(x) = xnf (x) is
admissible.