Fourier Transforms and Boundary Problems
Fourier Transforms and Boundary Problems
Transforms And Boundary Value Problems (SRM Institute of Science and Technology)
INTRODUCTION
R.H.S is called the Fourier Complex integral or Fourier Complex integral representation of
f(x). OR f(x) = 1 𝑓(𝑡) 𝑐𝑜𝑠{𝑠(𝑥 − 𝑡)} 𝑑𝑡 𝑑𝑠 ---(ii)
∫ ∫
0 −
𝑎
RESULTS:1. ∫𝑎 𝑓(𝑥)𝑑𝑥 = 2 ∫ 𝑓(𝑥)𝑑𝑥 if f(-x)=f(x) that is f(x) is an even function
−𝑎 0
3.∫ 𝑢𝑑𝑣 = 𝑢𝑣 − 𝑢′𝑣1 + 𝑢′′𝑣2 − 𝑢′′′𝑣3 +….Bernoulli’s theorem where u &v are
function of x.
(2𝑛−1)
4. sin 0 = 0 , cos 0 =1 , cos n=(−1)𝑛where n=0,1,2,3 ,… sin n =0 , cos
2
(2𝑛−1)
=0 for all n & sin = (−1)(𝑛+1)for n=1,2,3,…
2
𝑒 𝑎𝑥 𝑎
5.∫𝑒𝑎𝑥𝑐𝑜𝑠𝑏𝑥𝑑𝑥 = {𝑎𝑐𝑜𝑠𝑏𝑥 + 𝑏𝑠𝑖𝑛𝑏𝑥} also ∫0 𝑒 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 =
∞ −𝑎𝑥
𝑎2+𝑏2 𝑎 2+𝑏 2
𝑒−𝑎𝑥
∫ 𝑒 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 =
−𝑎𝑥
{−𝑎𝑠𝑖𝑛𝑏𝑥 − 𝑏𝑐𝑜𝑠𝑏𝑥} also
𝑎2+𝑏2
∞ 𝑏
∫0 𝑒 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 =
−𝑎𝑥
𝑎 2+𝑏 2
NOTE :
0 0
NOTE :
1. If f(x) (or f(t)) is even, then f(t) cos st is an even function of t and f(t) sin st is an odd
function of t.
2. If f(x) (or f(t)) is odd, then f(t) cos st is an odd function of t and f(t) sin st is an even
function of t.
f(x) = 2 𝑓(𝑡)𝑠𝑖𝑛 𝑠𝑥 𝑠𝑖𝑛 𝑠𝑡 𝑑𝑡 𝑑𝑠 R.H.S is called the Fourier sine integral of f(x)
∫ ∫
0 0
Problems:
Sol: Since the right hand side integrand contains Cosine term, We shall use cosine integral
formula.
2
f(x) = ∫ 𝑐𝑜𝑠𝑥(∫ 𝑓(𝑡)𝑐𝑜𝑠𝑡𝑑𝑡) 𝑑 Here f(t)= 𝑒−𝑡𝑐𝑜𝑠𝑡
0 0
= 2 ∫ 𝑐𝑜𝑠𝑥(∫ 𝑒−𝑡𝑐𝑜𝑠𝑡𝑐𝑜𝑠𝑡𝑑𝑡)d
0 0
2 1
= ∫ 𝑐𝑜𝑠𝑥(∫ 𝑒−𝑡 { ⌈𝑐𝑜𝑠(1 + )𝑡 + 𝑐𝑜𝑠(1 − )𝑡⌉} 𝑑𝑡)d
0 0 2
1 𝑒 −𝑡
= ∫ (𝑐𝑜𝑠𝑥 { [−𝑐𝑜𝑠(1 + )𝑡 + (1 + )𝑠𝑖𝑛(1 + )𝑡]} +
0 1+(1+)2 0
𝑒 −𝑡
{1+(1−)2 [−𝑐𝑜𝑠(1 − )𝑡 + (1 − )𝑠𝑖𝑛(1 − )𝑡]} ) d
0
1
1 ∫(𝑐𝑜𝑠𝑥 {0 − 1 (−1)}+{0 − (−1)}) d
=
0 1+(1+)2 1+(1−)2
1 1+(1−)2+1+(1+)2
= 𝑐𝑜𝑠𝑥 {(1+(1−)2)(1+(1+)2)}d
∫0
1 2−𝟐 +2+2+𝟐 +2
=
∫0
𝑐𝑜𝑠𝑥 { 2 }d
( −2+2)(2 +2+2)
1
= ∫ 𝑐𝑜𝑠𝑥 { 22+4
2 }d
0 ( +2) −4
2 2
1 2(2+2)
=
∫0
𝑐𝑜𝑠𝑥 {4 }d
+42−42 +4
2
∫ 𝑐𝑜𝑠𝑥 {(4+2)}d
2
f(x) =
0 +4
2 ∞ ∞
Sol: (i). Fourier sine integral for f(x) is f(x)= ∫0
𝑠𝑖𝑛𝑤𝑥{∫0 𝑓(𝑡)𝑠𝑖𝑛𝑤𝑡𝑑𝑡} d𝑤 Here
f(t)=e-t
2 ∞ ∞
f(x) = ∫ 𝑠𝑖𝑛𝑤𝑥{∫ 𝑒−𝑡𝑠𝑖𝑛𝑤𝑡𝑑𝑡} d𝑤
0 0
∞
2 ∞ 𝑒 −𝑡
𝑠𝑖𝑛𝑤𝑥 {1+𝑤2 [−𝑠𝑖𝑛𝑤𝑡 − 𝑤𝑐𝑜𝑠𝑤𝑡]} d𝑤
∫0
=
0
2 ∞ 𝑤
= ∫ 𝑠𝑖𝑛𝑤𝑥 d𝑤
0 1+𝑤2
𝜋 −𝑥
∞ 𝑤𝑠𝑖𝑛𝑤𝑥 𝑒 , 𝑥>0
∫ d𝑤 = f(x) =𝑓(𝑥) = {2 where f(x)= 𝑒−𝑥, 𝑥>0
0 1+𝑤2 2
2 ∞ ∞
(ii).Fourier Cosine integral for f(x) is f(x)= ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑓(𝑡)𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤 Here f(t)=e-t
0 0
2 ∞ ∞
f(x) = ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑓(𝑡)𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤
0 0
2 ∞ ∞
= ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑒−𝑡𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤
0 0
∞
2 ∞ 𝑒 −𝑡
= ∫0 𝑐𝑜𝑠𝑤𝑥 { (−𝑐𝑜𝑠𝑤𝑡 + 𝑤𝑠𝑖𝑛𝑤𝑡)} 𝑑𝑤
𝜋 1+𝑤2 0
2 ∞ 1
= ∫ 𝑐𝑜𝑠𝑤𝑥 𝑑𝑤
𝜋0 1+𝑤2
∞ 1 𝜋 𝜋
∫ 𝑐𝑜𝑠𝑤𝑥 𝑑𝑤 = 𝑓(𝑥) = 𝑒 −𝑥 , x≥ 0
0 1+𝑤 2 2 2
1
1 ∞ 𝑠𝑖𝑛𝑤(𝑡−𝑥)
= ∫ { } dw
𝜋 0 𝑤 0
1 ∞
= ∫ [𝑠𝑖𝑛𝑤(1−𝑥) − 𝑠𝑖𝑛𝑤(−𝑥) ] 𝑑𝑤
0
𝜋 𝑤 𝑤
1 ∞
= ∫ [𝑠𝑖𝑛𝑤(1−𝑥)+𝑠𝑖𝑛𝑤𝑥 ] 𝑑𝑤
0
𝜋 𝑤
𝑤 (𝑤−2𝑤𝑥)
1 ∞ 2𝑠𝑖𝑛 2 𝑐𝑜𝑠 2 𝑑𝑤
= ∫0
𝜋 𝑤
𝑤 (𝑤−2𝑤𝑥)
∞ 𝑠𝑖𝑛 2 𝑐𝑜𝑠 2
𝑑𝑤 𝜋
∫0 𝑤
= 𝑓(𝑥)
2
FOURIER TRANSFORMS
DEFINITION
1 ∞
F[𝑓(𝑥)] = ∫−∞ 𝑓(𝑥)𝑒𝑖𝑠𝑥𝑑𝑥 is called the Fourier transform of f(x) and F is
√2𝜋
the Fourier transform operator, where s is used as the transform variable. Also it is denoted as
F(s)
NOTE: Sometimes the letter p or w is used as the transform variable and it is obtained from
Fourier complex integral representation of f(x)
1 ∞
The f(x)=𝐹−1[𝐹(𝑠)] = ∫−∞ 𝐹(𝑠)𝑒−𝑖𝑠𝑥𝑑𝑠 is called the inverse Fourier transform of F(s).
√2𝜋
NOTE: F[𝑓(𝑥)] & 𝑓(𝑥) = 𝐹−1[𝐹(𝑠)] together is called as Fourier transform pair.
1 ∞ 1 ∞
OR IF F[𝑓(𝑥)] = ∫−∞ 𝑓(𝑥)𝑒𝑖𝑠𝑥𝑑𝑥 THEN f(x)=𝐹−1[𝐹(𝑠)] = ∫−∞ 𝐹(𝑠)𝑒−𝑖𝑠𝑥𝑑𝑠
√2𝜋 √2𝜋
DEFINITION
2 ∞
Fc[𝑓(𝑥)] = √ ∫ 𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑥 is called as the Fourier cosine transform of f(x) and it is
𝜋0
2 ∞
f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]=√ ∫ 𝐹 (𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑠 is called as the Inverse Fourier cosine
𝑐 𝑐 𝜋 0 𝑐
transform of f(x)
∞
OR IF Fc[𝑓(𝑥)] = ∫0 𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑥 THEN f(x) =
2 ∞
𝐹−1[𝐹 (𝑓(𝑥)]= ∫ 𝐹 (𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑠
𝑐 𝑐 𝜋 0 𝑐
DEFINITION
2 ∞
Fs[𝑓(𝑥)] = √ ∫ 𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑥 is called as the Fourier sine transform of f(x) and it is
𝜋0
2 ∞
f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]=√ ∫ 𝐹 (𝑓(𝑥))𝑠𝑖𝑛 𝑠𝑥 𝑑𝑠 is called as the Inverse Fourier sine
𝑠 𝑠 𝜋 0 𝑠
transform of f(x)
NOTE: Fs[𝑓(𝑥)] & 𝑓(𝑥) = 𝐹−1[Fs[𝑓(𝑥)] ] Together is called as Fourier sine transform
pair. Obtained from Fourier sine integral representation of f(x). OR IF Fs[𝑓(𝑥)] =
∞ 2 ∞
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑥 THEN f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]= ∫ 𝐹 (𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑠
0 𝑠 𝑠 𝜋 0 𝑐
=𝑐 ∫∞ (𝑓 (𝑥))𝑒𝑖𝑠𝑥𝑑𝑥+𝑐 ∫ ∞ (𝑓 (𝑥))𝑒𝑖𝑠𝑥𝑑𝑥
1 −∞ 1 2 −∞ 2
= 𝑐1𝐹[(𝑓1(𝑥))]+𝑐2𝐹[(𝑓2(𝑥))]
1 𝑠
2. CHANGE OF SCALE PROPERTY: If F[𝑓(𝑥)] = F[𝑠], then F[𝑓(𝑎𝑥)] = F [ ]
|𝑎| 𝑎
∞
F[𝑓(𝑎𝑥)] =∫
−∞
𝑓(𝑎𝑥) 𝑒𝑖𝑠𝑥𝑑𝑥 put ax=tand assuming that a>0
𝑡
∞ 𝑖𝑠 𝑑𝑡 1 𝑠
F[𝑓(𝑎𝑥)] =∫ 𝑓(𝑡) 𝑒 𝑎 = F[ ]
−∞ 𝑎 𝑎 𝑎
𝑡
−∞ 𝑖𝑠 𝑑𝑡 1 𝑠
But F[𝑓(𝑎𝑥)] =∫ 𝑓(𝑡) 𝑒 𝑎 = − F[ ], if a<0
∞ 𝑎 𝑎 𝑎
1 𝑠
Therefore F[𝑓(𝑎𝑥)] = F[ ]
|𝑎| 𝑎
F =
dt =dx, x→ implise t →
= F
F =
F = F (s+a)
Proof: F = dx
= dx
F =
= is , on integration by parts.
NOTE: = where =
6. If = then
(i). =
(iii) =
Proof:
(i) =
= since therefore
(ii) =
= is , on integration by parts.
= 0 – is
(iii) = since =
= since F =
CONVOLUTION: (AU 2000, 2003, 2008 ) The convolution of two functions f(x) and g(x)
Convolution Theorem for Fourier Transforms: (or Faltung theorem): The Fourier
Transform of the convolution of f(x) and g(x) is the product of their Fourier Transforms
. =F .G
Proof:
=F
= dx
= du
= du
F F that is = F(s).G(s)
NOTE: (i) =
Proof: F = =
That is =
Hence
= and =
(i) =
(i) =
(i) =
(i) =
If = , and = then
(i) =
(ii) =
(i) = s - f(0)
(ii) =- - f’(0)
(iii) =- s
(iv) =- +sf(0)
(ii) =
Proof: (i) Fc
= -
(ii) Fs
PROBLEMS
[Link] the Fourier transform of the unit step function and unit impulse function.
F since
NOTE: F = & F = =
F =
F =
F =
F = & F =
number, hence deduce that (i) (ii) dt= (AU 2003, 2004, 2005)
SOL: =
= =
f(x)= (
1=
= =
ds
2a = ds
= =
( AU 2000, 2001,2004,2005,2006,2007,2010,2011)
Sol: F
F = =F(s)
f(x)= =
f(x)= (since is an
= =
2 =
= =
Therefore = =
(AU 2001,2005,2006,2007,2008,2009,2010,2011,2012)
Sol: F
F = =
f(x)= =
2 =
= =
Therefore
Sol: F
F = =F(s)
f(x)= =
f(x)= (since
is an odd function )
2 =
= =
= =
Sol: F
F = =
f(x)= =
2 =
= =
Therefore
7. Find the Fourier transform of . Hence (i) Prove that is self reciprocal with
respect to Fourier transforms and (ii) Find the Fourier cosine transform of (AU 2007
2009
Sol: F
F =
F = ( )
bothsides , we get
2 =
Fc =
9. Find the Fourier sine transform of f(x) = , a>0 hence deduce that
= dx
Fs =
Fs =
f(x) =
f(x) =
= f(x) = ,
Fs
Also Fs = and Fc =
= =
Sol: Fc
Fc (say)
= dx
when s=0,
(put x)
c=1
Fc
= that is
Sol: Fc
Fc
,a>0
Sol: Fs
Fs
Fs
Fs =
f(x) =
(AU 2005,2007,2009)
Sol: Fs
Fs (say)
= dx
= dx
a +c
To show that
We know that Fs
Fs =
Integrating with respect to ‘a’ on bothsides we get
Fs similarly Fs
Fs
16. Find the Fourier sine and cosine transform of and prove that is self reciprocal
= , n>0
= , n>0
= , n>0
= (c )
= (c )
= ( )
= since
=
cosine transforms.
By convolution theorem
(i) =
(ii) =
Sol (i)
Sol(ii)
2 dx =
Sol(iii)
2 dx =
18. Find the function whose sine transform is , a>0 (AU 2010,2011)
f(x) = =
and
Sol:
f(x) = =
f(x) = =
20. Find the Fourier sine transform of and Fourier cosine transform of
Sol: F
Fc (say) …..(i)
= dx …….(ii)
= dx
= dx
= dx dx
= dx dx
Differentiating
that is
and
s=0 gives
Fc
F ) = dx
F =- F =
Sol: Fs
Fs
Fs = Fs =
Sol: Fc
Fc
Fc =
Hence evaluate
Sol: =
Fc = ................................................................ (i)
f(x) = =
f(x) =
f(x) =
Fc =
Fc = …..(ii)
Now putting
dx =
(put x)
= =
Sol: Given =
Fc = ........................... (i)
f(x) = =
f(x) =
f(x) =
Sol:Given =
Fs = ……(i)
Shifting property
iii. F = F ii. F = F
Proof: we know that
F =
dt =dx, x→ implise t →
= F
F =
F = F (s+a)