13.

1 Properties of Fourier Transform

We now list a number of properties of the Fourier transform that are useful in their ma-
nipulation.
1. Linearity: Let f and g are piecewise continuous and absolutely integrable functions.
Then for constants a and b we have

F (af + bg) = aF (f ) + bF (g)

Proof: Similar to the Fourier sine and cosine transform this property is obvious and can
be proved just using linearity of the Fourier integral.
2. Change of Scale Property: If fˆ(α) is the Fourier transform of f (x) then
1
α
F [f (ax)] = fˆ , a 6= 0
|a| a

Proof: By the definition of Fourier transform we get

Z ∞
1
F [f (ax)] = √ f (ax)eiαx dx
2π −∞

Substituting ax = t so that adx = dt , we have

Z ∞
1 dt 1 ˆ α
t
 
F [f (ax)] = √ f (t)eiα a = f .
2π −∞ a |a| a

3. Shifting Property: If fˆ(α) is the Fourier transform of f (x) then

F [f (x − a)] = eiαa F [f (x)]

Proof: By definition, we have

Z ∞
1
F [f (x − a)] = √ fˆ(x − a)eiαx dx
2π −∞
Z ∞
1
=√ fˆ(t)eiα(t+a) dt = eiαa fˆ(α)
2π −∞

3. Duality Property: If fˆ(α) is the Fourier transform of f (x) then

F [fˆ(x)] = f (−α)
 Lecture Notes on Fourier Transform

Proof: By definition of the inverse Fourier transform, we have

Z ∞
1
f (x) = √ fˆ(α)e−iαx dα
2π −∞

Renaming x to α and α to x, we have

Z ∞
1
f (α) = √ fˆ(x)e−iαx dx
2π −∞

Replacing α to −α, we obtain

Z ∞
1
f (−α) = √ fˆ(x)eiαx dx = F [fˆ(x)].
2π −∞

13.2 Fourier Transforms of Derivatives

13.2.1 Theorem

If f (x) is continuously differential and f (x) → 0 as |x| → ∞, then

F [f 0 (x)] = (−iα)F [f (x)] = (−iα)fˆ(α).

Proof: By the definition of Fourier transform we have

Z ∞
1
F [f 0 (x)] = √ f 0 (x)eiαx dx
2π −∞

Integrating by parts we obtain

 Z ∞ 
0 1 ∞
f (x)eiαx −∞ iαx

F [f (x)] = √ − f (x)e (iα)dx .
2π −∞

Since f (x) → 0 as |x| → ∞, we get

F [f 0 (x)] = −iαfˆ(α).

This proves the result.

Note that the above result can be generalized. If f (x) is continuously n-times differen-
tiable and f k (x) → 0 as |x| → ∞ for k = 1, 2, ..., n − 1, then the Fourier transform of nth
derivative is
F [f n (x)] = (−iα)n fˆ(α).

2
 Lecture Notes on Fourier Transform

13.3 Convolution for Fourier Transforms

13.3.1 Theorem
√
The Fourier transform of the convolution of f (x) and g(x) is 2π times the product of the
Fourier transforms of f (x) and g(x), i.e.,
√
F [f ∗ g] = 2πF (f )F (g).

Proof: By definition, we have

Z ∞ Z ∞ 
1
F [f ∗ g] = √ f (y)g(x − y) dy eiαx dx
2π −∞ −∞

Changing the order of integration we obtain

Z ∞Z ∞
1
F [f ∗ g] = √ f (y)g(x − y)eiαx dx dy
2π −∞ −∞

By substituting x − y = t ⇒ dx = dt we get
Z ∞Z ∞
1
F [f ∗ g] = √ f (y)g(t)eiα(y+t) dt dy
2π −∞ −∞

Splitting the integrals we get

√
 Z ∞  Z ∞ 
1 iαy 1 iαt
F [f ∗ g] = 2π √ f (y)e dy √ g(t)e dt
2π −∞ 2π −∞

Finally we have the following result

√ √
F [f ∗ g] = 2π F [f ]F [g] = 2π fˆ(α)ĝ(α)

This proves the result.

The above result is sometimes written by taking the inverse transform on both the sides as
Z ∞
(f ∗ g)(x) = fˆ(α)ĝ(α)e−iαx dα
−∞

or Z ∞ Z ∞
f (y)g(x − y)dy = fˆ(α)ĝ(α)e−iαx dα
−∞ −∞

3
 Lecture Notes on Fourier Transform

13.4 Parseval’s Identity for Fourier Transforms

13.4.1 Theorem

If fˆ(α) and ĝ(α) are the Fourier transforms of the f (x) and g(x) respectively, then
Z ∞ Z ∞ Z ∞ Z ∞
(i) fˆ(α)ĝ(α) dα = f (x)g(x) dx (ii) |fˆ(α)|2 dα = |f (α)|2 dα.
−∞ −∞ −∞ −∞

Proof: (i) Use of the inversion formula for Fourier transform gives
Z ∞ Z ∞  Z ∞ 
1
f (x)g(x) dx = f (x) √ ĝ(α)eiαx dα dx
−∞ −∞ 2π −∞

Changing the order of integration we have

Z ∞ Z ∞ Z ∞
1
f (x)g(x) dx = √ f (x)ĝ(α)eiαx dx dα
−∞ 2π −∞ −∞

Using the definition of Fourier transform we get

Z ∞ Z ∞
f (x)g(x) dx = ĝ(α)fˆ(α) dα.
−∞ −∞

(ii) Taking f (x) = g(x) we get,

Z ∞ Z ∞
fˆ(α)fˆ(α) dα = f (x)f (x) dx
−∞ −∞
Z ∞ Z ∞
This implies 2
|f (x)| dx = ˆ 2 dα.
|f (α)|
−∞ −∞

4
 Lecture Notes on Fourier Transform

13.5 Example Problems

13.5.1 Problem 1

Find the Fourier transform of the following function

(
1, |x| < a,
X[−a,a] (x) = (13.1)
0, |x| > a.

Solution: By the definition of Fourier transform, we have

Z ∞
1
X[−a,a] (x)eiαx dx
 
F X[−a,a] (x) = √
2π −∞

Using the given value of given function we get

Z a
1 1 1 iαa
iαx
(e − e−iαa )
 
F X[−a,a] (x) = √ dx = √
e
2π −a 2π iα
e − e−iαa
 iαa   
2 2 sin(αa)
=√ =√ .
2π 2iα 2π α

13.5.2 Problem 2
2
Find the Fourier transform of e−ax .
Solution: Using the definition of the Fourier Transform
Z ∞
2 1 2
F (e−ax ) = √ e−ax eiαx dx
2π −∞

Further simplifications leads to

Z ∞
1 iα 2 α2
h i
−ax2
F e =√ e[−a(x− 2a ) − 4a ] dx
2π −∞
Z ∞
1 − α2 2 1 α2
= √ e 4a e−ay dy = √ e− 4a
2π −∞ 2a

α2
h 1 2
i
If a = 1/2 then F e− 2 x
= e− 2 . This shows F [f (x)] = f (α) such function is said to be
self-reciprocal under the Fourier transformation.

5
 Lecture Notes on Fourier Transform

13.5.3 Problem 3

Find the inverse Fourier transform of fˆ(α) = e−|α|y , where y ∈ (0, ∞).
Solution: By the definition of inverse Fourier transform
Z ∞ Z ∞
−1 1 −iαx 1
fˆ(α) = √ fˆ(α)e e−|α|y e−iαx dα
 
F dα = √
2π −∞ 2π −∞
Z 0 Z ∞
1 1
=√ eαy e−iαx dα + √ −αy −iαx
e e dα
2π −∞ 2π 0

Combining the two exponentials in the integrands

Z 0 Z ∞
−1 1 1
fˆ(α) = √ (y−ix)α
e−(y+ix)α dα
 
F e dα + √
2π −∞ 2π 0

Now we can integrate the above two integrals to get

0 ∞
e−(y+ix)α
 
−1

ˆ
 1 e(y−ix)α 1
F f (α) = √ +√
2π (y − ix) −∞ 2π −(y + ix) 0

Noting limα→−∞ e(y−ix)α = 0 and limα→∞ e−(y+ix)α = 0, we obtain

1 1 1 1
F −1 fˆ(α) = √
 
+√
2π y − ix 2π y + ix

This can be further simplified to give

1 y + ix + y − ix
F −1 fˆ(α) = √
 
2π (y − ix)(y + ix)

Hence we get r
2 y
f (x) = .
π (x + y 2 )
2