Fourier Best Notes Mod2 Lect3

Mathematics - III
Module - II :: Lecture - 3
Dr. H. K. Patel
Department of Mathematics
Ujjain Engineering College, Ujjain
July - December’ 2020
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Dr. H. K. Patel Mathematics - IIIModule - II :: Lecture - 3
Fourier Transforms:
Introduction
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1. The Fourier Transform
The starting point for the development of

the Fourier transform is the complex form of
the Fourier integral representation of a
function f (x). Which we shall discuss next.
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Complex Form of the Fourier Integral:
The (real) Fourier integral is
Z ∞
1
f (x ) = [A(ω) cos ω x + B (ω) sin ω x ]d ω (1)
π 0
where
Z ∞
A(ω) = f (t) cos ωtdt (2)
−∞
Z ∞
B(ω) = f (t) sin ωtdt (3)
−∞
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Substituting A and B into the integral for f ,
we have
∞Z ∞
1
Z
f (x ) = f (t )[cos ω t cos ω x +sin ω t sin ω x ]dtd ω
π 0 −∞
Z ∞ Z ∞
1
⇒ f (x ) = f (t ) cos(ω x − ω t )dt d ω.
π 0 −∞
The integral in brackets is an even function
of ω, call it F (ω), because cos(ωx − ωt) is
an even function of ω, the function f does
not depend on ω, and we integrate with
respect to t (not ω). 5/ 27
Hence the integral of F (ω) from 0 to ∞ is 21
times the integral of F (ω) from −∞ to ∞.
Thus (note the change of the integration
limit!)
Z ∞ Z ∞
1
f (x ) = f (t ) cos(ω x − ω t )dt d ω. (4)
2π −∞ −∞
We claim that the integral of the form (4)

with sin instead of cos is zero:
Z ∞ Z ∞
1
f (t ) sin(ω x − ω t )dt d ω = 0. (5)
2π −∞ −∞
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This is true since sin(ωx − ωt) is an odd
function of ω, which makes the integral in
brackets an odd function of ω, call it G (ω).
Hence the integral of G (ω) from −∞ to ∞
is zero, as claimed.
We now
√ take the integrand of (4) plus
i(= −1) times the integrand of (5) and
use the Euler formula
e ix = cos x + i sin x (6)

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Taking ωx − ωt instead of x in (6) and
multiplying by f (t) gives
f (t )[cos(ω x − ω t ) + i sin(ω x − ω t )] = f (t )e i (ωx −ωt )
Hence the result of adding (4) plus i times

(5), called the Complex Fourier Integral, is
Z ∞ Z ∞
1
f (x) = f (t)e i(ωx−ωt)dtd ω (7)
2π −∞ −∞
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Fourier Transform and Its Inverse:
Writing the exponential function in (7) as a
product of exponential functions, we have
Z ∞ Z ∞
1
f (x) = f (t)e −ωt)dt e iωx d ω
2π −∞ −∞
The expression in brackets is a function of ω.
It is denoted by F (ω) , and is called the
Fourier transform of f (t), thus we have
Z ∞
F (ω) = f (t)e −iωt dt (8)
−∞
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with this (7) becomes
Z ∞
1
f (t) = F (ω)e iωt d ω (9)
2π −∞
and is called the inverse Fourier transform of
F (ω).
As with the Laplace transform, when working
with the Fourier transform the function f (t)
and the associated Fourier transform F (ω)
are called a Fourier transform pair.
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Notation: Another notation for the Fourier
transform is
F (ω) = F{f (t)}
so that
f (t) = F −1{F (ω)}
In what follows a function to be transformed
is denoted by a lower case letter, and the
corresponding upper case letter is then used
to denote its Fourier transform. So, for
example, F{g (t)} = G (ω) etc. 11/ 27
Remarks: The choice of the normalizing
factors 1 in integral (8) and 1/2π in (9) is
optional, and it is chosen here to introduce
as much symmetry as possible into the
definitions of a Fourier transform and its
inverse. All that is required of the
normalizing factors is that their product be
1/2π, so in many reference √ works the factor
1 in (8) is replaced by 1/ 2π, while√the
factor 1/2π in (9) is replaced by 1/ 2π .
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When Fourier transforms listed in reference
works are used, another source of confusion
can arise because some times the signs in the
exponential factors occurring in integrals
(8)and(9)are inter changed. When this
happens a Fourier transform obtained using
this sign convention can be converted to the
one used here by reversing the sign of ω.
However, each definition of the
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Fourier transform and the corresponding
inversion integral conform to the general
pattern
Z ∞
k
F{f (t)} = f (t)e ±iωt dt
2π −∞
Z ∞
1
F −1{F (ω)} = F (ω)e ∓iωt d ω
k −∞
where k is an arbitrary scale factor.
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In view of the different conventions that are
in use, when working with Fourier transforms
and referring to reference works, it is
essential that the normalizing factor k and
the sign convention employed in the
exponential factors be established before any
use is made of the results.
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Existence of the Fourier Transform:
Theorem
If
f (t) is absolutely integrable on the
x-axis
piecewise continuous on every finite
interval,
then the Fourier transform F (ω) of f (t)
given by (8) exists.
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2. Examples
Example 1 Find the Fourier transform of

1, |t| < 1
f (t) =
0, otherwise
Solution: By definition
Z ∞
F{f (t)} = f (t)e −iωt dt
−∞
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Z 1
1
= e −iωt dt = (e −iω − e iω ).
−1 −iω
iω
We have e = cos ω + i sin ω and
e −iω = cos ω − i sin ω, therefore
e −iω − e iω = −2i sin ω
Substituting this in the previous formula, we
get
2 sin ω
F (ω) = F{f (t)} = .
ω
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−at
e , t>0
f (t) =
0, t < 0 a > 0.
Solution: Since the given function is PWC

and absolutely integrable therefore FT exists.
we have by definition
Z ∞
F{f (t)} = f (t)e −iωt dt
−∞
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Z ∞ Z ∞
−at −iωt
= e e dt = e −(a+iω)t dt
0 0
1
= .
a + iω
1
Remarks: and e −at u0(t) where
a + iω
u0(t) is the unit step function, form a
transform pair.
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1 − |t|, −1 ≤ t ≤ 1
f (t) =
0, |t| > 0.
Solution: Since f is continuous and

absolutely integrable, therefore FT of f
exists. By definition
Z 1
2(1 − cos ω)
F{f (t )} = (1 − |t |)e −i ωt dt = .
−1 ω2
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1
f (t) = .
t 2 + a2
Solution: We have
Z ∞ −iωt
e
F (ω) = 2 2
dt
−∞ t + a
Z ∞ Z ∞
cos ωt sin ωt
= 2 2
dt − i 2 2
dt
−∞ t + a −∞ t + a
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The integrand of the second integral is odd,
so the value of the integral is zero. Using the
standard result
Z ∞
cos ωx π −|ω|a
2 + a2
dx = e .
−∞ x a
in the remaining integral on the right, we
find that
π
F (ω) = e −|ω|a . (a > 0)
a
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iat
e , 0<t<1
f (t) =
0, otherwise
Solution: We have from the definition of FT

Z 1 Z 1
F (ω) = e −iωt e iat dt = e −i(ω−a)t dt
0 0
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i
= (1 − e −i(ω−a)).
a−ω
This example shows that a complex function

can also have a Fourier transform and, in
general, that the transform will be
complex.
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3. Exercises
1 Find the Fourier transform of f (t).
Show details.

e 2it , −1 < t < 1
(a) f (t) =
0,kt otherwise
e , t<0 (k > 0)
(b) f (t) =
0, t > 0.
t, −1 < t < 1
(c) f (t) =
0, −t otherwise
te , −1 < t < 0
(d) f (t) =
0, otherwise
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”THANKS”
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Mathematics - III

July - December’ 2020

The starting point for the development of

We claim that the integral of the form (4)

e ix = cos x + i sin x (6)

f (t )[cos(ω x − ω t ) + i sin(ω x − ω t )] = f (t )e i (ωx −ωt )

Hence the result of adding (4) plus i times

Solution: Since the given function is PWC

Solution: Since f is continuous and

Solution: We have from the definition of FT

This example shows that a complex function

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