Integral Transforms
Integral Transforms
Fourier Transforms
Integral Transforms
Fourier Integral Theorem
(Sufficient conditions for the validity of Fourier Integral)
Fourier Sine and Cosine integrals
Complex Form of Fourier Integral
Prepared by:
Prof. Sunil
Department of Mathematics & Scientific Computing
NIT Hamirpur (HP)
Introduction:
In the previous topic, we have already discussed the use of Laplace
Transforms in the solution of ordinary differential equations. Today, we will
discuss the one more transform which is as known Fourier Transforms. We will
also discuss their properties and its use in the solution of partial differential
equations.
Note:
• The choice of a particular transform to be employed for the solution of an
equation depends on the boundary conditions of the problem and without
difficulty with which the transform can be inverted.
• A Fourier Transform when applied to a partial differential equation reduces
the number of its independent variables by one.
Applications:
With the help of the theory of integral transforms, we can obtain solutions of
numerous boundary value problems of engineering, e.g.
• Conduction of heat,
• Transverse vibrations of a string,
• Transverse oscillations of an elastic beam,
Integral Transforms: 2
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∫ f (x )e dx .
−sx
L{f ( x )} = f (s ) =
0
2. Fourier Transform:
When K ( s, x ) = eisx , then we have the Fourier transform of f(x), i.e.
∞
F (s ) = ∫ f (x)e
isx
dx .
−∞
3. Mellin Transform:
If K (s, x ) = x s−1 , then its gives the Mellin transform of f(x), i.e.
∞
M ( s ) = ∫ f ( x ) x s −1dx .
0
6. Hankel Transform:
If K (s, x ) = xJ n (sx ) , then
∞
H n ( s ) = ∫ f ( x ) xJ n (sx)dx ,
0
where Jn(sx) is the Bessel function of the first kind and order n.
In order to introduce the Fourier transforms, we shall first derive the Fourier
Integral theorem:
FOURIER INTEGRAL THEOREM:
[Sufficient conditions for the validity of Fourier Integral]
1. f(x) is piecewise continuous on every finite interval [ −c, c] .
∞
2. f(x) is absolutely integrable on the x-axis, that is, ∫ f (x ) dx converges.
−∞
3. At every x on the real line f(x) has left and right hand derivatives.
If f(x) satisfies the conditions 1 to 3 stated above, then
(A) Fourier Integral of f converges to f(x) at every point x at which f is continuous,
and
1
(B) Fourier Integral of f(x) converges to the mean value [f ( x 0 + 0) + f ( x 0 − 0)] at
2
every point x at which f is discontinuous, where f ( x + ) and f ( x − ) are the right
1
At a point of discontinuity x 0 , the Fourier integral = [f ( x 0 + 0) + f ( x 0 − 0)] , i.e.,
2
average of the left and right hand limits.
Proof:
Consider a function f(x), which satisfies the Dirichlet’s conditions in every interval
(−c, c) .
Then, we can develop a Fourier series as
a0 ∞ nπx nπx
f (x ) = + ∑ a n cos + b n sin , (i)
2 n =1 c c
c c c
1 1 nπx 1 nπx
where, a 0 = ∫ f (x)dx , a n = ∫ f (x) cos dx and b n = ∫ f (x) sin dx .
c −c c −c c c −c c
Set α n =
nπ
and δα = α n −1 − α n =
( n + 1) π − nπ = π . Then
c c c c
1 ∞
c c c
1
f (x) = ∫
2c − c
f (t)dt + ∑
π n =1
( cos α n x ) δα ∫ f (t) cos ( α n t ) dt + ( sin α n x ) δα ∫ f (t)sin ( αn t ) dt (ii)
−c −c
We now let c → ∞ , and assume f(x) to be absolutely integrable over the interval
∞
( −∞, ∞ ) , i.e. ∫ f (x ) dx converges.
−∞
c
1
2c −∫c
Then the value of the integral f (t)dt tends to zero as c → ∞ .
π
Also δα = → 0 and the infinite series in (ii) becomes an integral from 0 to ∞ , which
c
represents f(x) as
1 ∞
c c
f (x) = ∑
π n =1
( cos α n x ) δα ∫ f (t) cos ( α n t ) dt + ( sin α n x ) δα ∫ f (t) sin ( α n t ) dt
−c −c
∞
1 ∞ 1 ∞
⇒ f (x) = ∫ ∫ f (t) cos ( αt ) dt cos αx + ∫ f (t) sin ( αt ) dt sin αx dα
0 π −∞ π −∞
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∞
⇒ f (x) = ∫ A ( α ) cos αx + B ( α ) sin αx dα , (iii)
0
Fourier coefficients.
Thus, a function f(x) can be represented by a Fourier integral
∞
f (x ) = ∫ [A(α )cos αx + B(α )sin αx ]dα ,
0
∞ ∞
1 1
Substituting the expressions for A(α) =
π ∫ f (t) cos(αt )dt and B(α) =
π ∫ f (t) sin(αt )dt ,
−∞ −∞
we obtain
∞
1 ∞ 1 ∞
f (x) = ∫ ∫ f (t) cos ( αt ) dt cos αx + ∫ f (t) sin ( αt ) dt sin αx dα
0 π −∞ π −∞
1
∞ ∞
⇒ f (x) = ∫ ∫ f (t) [ cos αt cos αx + sin αt sin αx ] dt dα
π 0 −∞
1
∞ ∞
⇒ f (x) = ∫ ∫ f (t) cos α ( t − x ) dt dα ,
π 0 −∞
(iii)
∞ ∞
1 1
where A (α ) =
π ∫ f ( t ) cos(αt )dt and B(α ) =
π ∫ f ( t ) sin (αt )dt ,
−∞ −∞
then the Fourier integral (I) reduces to the Fourier sine integral
∞ ∞ ∞
2
f ( x ) = ∫ B ( α ) sin ( αx ) dα =
π ∫0
sin ( αx ) ∫ f (t) sin ( αt ) dtdα .
0 0
∞ ∞
1 1
Substituting the expressions for A(α) =
π ∫ f (t) cos(αt )dt and B(α) =
π ∫ f (t) sin(αt )dt ,
−∞ −∞
we obtain
∞
1 ∞ 1 ∞
f (x) = ∫ ∫ f (t) cos ( αt ) dt cos αx + ∫ f (t) sin ( αt ) dt sin αx dα
0 π −∞ π −∞
1
∞ ∞
⇒ f (x) = ∫ ∫ f (t) [ cos αt cos αx + sin αt sin αx ] dt dα
π 0 −∞
1
∞ ∞
⇒ f (x) = ∫ ∫ f (t) cos α ( t − x ) dt dα ,
π 0 −∞
Since cos α ( t − x ) is an even function of α , we have
1 ∞
∞ ∞ ∞
1
f (x) = ∫ ∫ f (t) cos α ( t − x ) dt dα = ∫ −∞∫
f (t) cos α ( t − x ) dt dα
π 0 −∞ 2π −∞
1
∞ ∞ a a
= ∫
2π −∞ ∫
−∞
f (t) cos α ( t − x ) dtdα ∵ 2∫ f ( x )dx = ∫ f ( x )dx, if f(x) is even (i)
0
−a
1
∞ ∞ a
0= ∫ ∫ f ( t ) sin α(t − x )dtdα ∵ 2 ∫ f ( x )dx = 0, if f(x) is odd (ii)
2π −a
−∞ −∞
1
∞ 1 ∞
iαt − iαx
= ∫ ∫
2π − ∞ 2π − ∞
f ( t ) e dt
e dα ,
1 for x ≤ 1,
Q.No.1.: Express the function f ( x ) =
0 for x > 1,
as a Fourier integral.
∞
sin λ cos λx
Hence evaluate ∫ λ
dλ .
0
∞
sin x π
Also prove that ∫0
x
dx = .
2
1
∞ ∞
The Fourier integral for f(x) is f ( x ) =
π ∫ ∫
f ( t ) cos α ( t − x )dt dα
0 − ∞
1
∞ ∞ ∞ 1
1 dλ
π∫ ∫ ∫ ∫
⇒ f (x ) = f ( t ) cos λ(t − x )dtdλ = cos λ ( t − x )dt
π
0 −∞ 0 −1
∵ f (t) = 0 when − ∞ < t < −1 and when 1 < t < ∞
and f(t) = 1 when − 1 ≤ t ≤ 1
∞ 1 π
1 sin λ(t − x ) 1 sin λ(1 − x ) − sin λ(− 1 − x )
= ∫ dλ = ∫ dλ
π0 λ −1 π0 λ
π ∞
1 sin λ(1 + x ) + sin λ(1 − x ) 2 sin λ cos λx
= ∫
π0 λ
dλ = ∫
π0 λ
dλ
∞
2 sin λ cos λx
⇒ f (x ) = ∫ dλ , which is required Fourier integral.
π λ
0
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∞ ∞
2 sin λ cos λx sin λ cos λx π
2 nd
Part: Since f (x) = ∫ dλ ⇒ ∫ dλ = f ( x ) .
π0 λ 0
λ 2
∞
sin λ cos λx π π
Case I: When x < 1 , then ∫ λ
dλ = (1) = .
2 2
0
1
Fourier integral = [f ( x 0 + 0) + f ( x 0 − 0)] , i.e., average of the left and right hand limits.
2
1π π π
Integral has the value (1) + (0 ) = .
22 2 4
∞
sin λ cos λx π
∴∫ dλ = .
0
λ 4
∞
sin λ cos λx π
Case III: When x > 1 , then ∫ λ
dλ = (0) = 0 .
2
0
∞ ∞
sin λ π sin x π
∫ ∫
rd
3 Part: Putting x = 0, we get dλ = ⇒ dx = .
0
λ 2 0
x 2
∞ ∞
2
or f (x ) = ∫ B(λ )sin (λx )dλ , where B(λ ) = ∫ f ( t ) sin (λt )dt .
π
0 0
2
∞ ∞
f (x) = ∫ f ( t ) sin (λt )dt sin (λx )dλ
π0 ∫
0
2
∞ π ∞
= ∫ ∫ f (t) sin ( λt ) dt + ∫ f (t) sin ( λt ) dt sin λxdλ
π 0 0 π
2
∞ π
= ∫ 1. sin (λt )dt sin (λx )dλ
∫
[On substituting for f(t)]
π0
0
∞ π ∞
2 cos(λt ) 2 1 − cos(πλ )
= ∫
π0
−
λ 0 sin (λx )dλ = ∫
π0 λ
sin (xλ )dλ ,
1
Fourier integral = [f ( x 0 + 0) + f ( x 0 − 0)] , i.e., average of the left and right hand limits.
2
Thus, the value of the above integral
∞
1 − cos(πλ ) π f (π − 0) + f (π + 0) π 1 + 0 π
∫ λ
sin (xλ )dλ =
2 2 = 2 . 2 = 4 .
0
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Q.No.3.: Find the (a) Fourier cosine integral and (b) Fourier sin integral of
f ( x ) = sin x if 0 ≤ x ≤ π
=0 if x > π
Sol.: Here given
f ( x ) = sin x if 0 ≤ x ≤ π
=0 if x > π
1st Part: Fourier cosine integral representation of f(x):
Since we know that the Fourier cosine integral is
∞ ∞
2
f (x ) = ∫ A(α ) cos αxdα , where A(α ) = ∫ f (t ) cos αtdt .
π0
0
2
π ∞ π
12
Now A(α ) = ∫ sin t. cos αtdt + ∫ 0 = ∫ [sin(1 + α)t + sin(1 − α )t ]dt
π 0 π 2 π 0
π
1 cos(1 + α )t cos(1 − α )t 1 1 − cos(1 + α )π 1 − cos(1 − α )π
=− + =+ +
π 1+ α 1 − α t =0 π 1+ α 1− α
1 1 + cos απ 1 + cos απ 2(1 + cos απ )
A(α ) = + = .
π 1 + α 1 − α π 1− α2 ( )
Substituting A(α ) , we get the Fourier cosine integral of f(x) as
∞ ∞
2(1 + cos απ ) 2 (1 + cos απ )
f (x ) = ∫ (
π 1− α2 ) . cos αxdα = ∫
π0 1− α2
. cos αxdα .
( )
0
2 2 π
π ∞
Now B(α ) = ∫ f ( t ). sin αtdt = ∫ sin t. sin αtdt + ∫ 0dt
π 0 π 0 π
π π
=
21
∫ [cos(1 − α )t − cos(1 + α )t ]dt = 1 cos(1 − α )t − cos(1 + α )t
π20 π 1− α 1 + α t =0
∞ 1
1 − cos πλ π, when 0 < x < π
∫ λ
sin xλdλ = 2 .
0 0, when x > π
1
π, when 0 < x < π
Sol.: Let f ( x ) = 2
0, when x > π
∞ 1
1 − cos(πλ ) π, when 0 < x < π
To show: ∫ λ
sin (xλ )dλ = 2
0 0, when x > π
∞
1 − cos(πλ )
i.e. f ( x ) = ∫ λ
sin (xλ )dλ .
0
∞ ∞
2
or f (x ) = ∫ B(λ )sin (λx )dλ , where B(λ ) =
π∫
f ( t ) sin (λt )dt .
0 0
2
∞ ∞
f ( t ) sin (λt )dt sin (λx )dλ
π ∫0 ∫
f (x) =
0
2
∞ π ∞
= ∫ ∫
π 0 0
f (t) sin ( ) ∫ f (t) sin ( λt ) dt sin λxdλ
λ t dt +
π
2 π
∞ π
= ∫ ∫ sin ( λt ) dt sin ( λx ) dλ [On substituting for f(t)]
π 0 0 2
∞ π ∞
cos(λt ) 1 − cos(πλ )
= ∫ − λ sin (λx )dλ =
0
∫ λ
sin (xλ )dλ
0 0
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1
π, wh en 0 < x < π
Since f ( x ) = 2
0, when x > π
∞ 1
1 − cos(πλ ) π, when 0 < x < π
∴∫ sin (xλ )dλ = 2 .
λ 0,
0 when x > π
0 if x < 0
1
Sol.: Consider the function defined by f ( x ) = if x = 0
2
e − x if x > 0
Now, find the Fourier integral representation of f(x) in the exponential form:
1
∞ ∞
2π −∫∞
By definition: f (x ) = ∫ f ( t ).e −iαt dt e iαx dα .
−∞
∞
e − t (1+iα )
∞ 0 ∞
Consider I = ∫ f (t )e
− iα t
dt = ∫ (0)dt + ∫ (e − x −iαt
e )
dt =
− (1 + iα )
=
1
=
1 − iα
1 + iα 1 + α 2
.
−∞ −∞ 0 t =0
∞ ∞ ∞
1 1 − iα iαx
∴ f (x ) = 1 ∫
1
2π −∫∞
Ie iαx dα = e dα = ∫ (1 − iα ) × (cos αx + i sin αx )dα
2
2π − ∞ 1 + α −∞ 2 π 1 + α 2
( )
∞
1
= ∫ (
2π 1 + α 2 )[(cos αx + α sin αx ) + i(sin αx − α cos αx )]dα .
−∞
The second integral on the right side is zero because the integral is an odd function.
∞
2
f (x ) =
(
2π 1 + α 2 )∫ 0
(cos αx + α sin αx )dα .
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For x > 0, f ( x ) = e − x so
∞ ∞
1 cos αx + α sin αx cos αx + α sin αx
e −x =
π0∫ 1+ α 2
d α ⇒ ∫ 1+ α 2
dα = πe − x . (i)
0
∞ ∞
1 cos αx + α sin αx cos αx + α sin αx
For x < 0, f(x) = 0 so 0 =
π0∫ 1+ α2
dα ⇒ ∫ 1+ α2
dα = 0 . (ii)
0
1
At x = 0, f(x) has a discontinuity. So f ( x ) = [f (x + 0) + f ( x − 0)] = 1 [1 + 0] = 1 .
2 2 2
∞ ∞
1 1 cos αx + α sin αx cos αx + α sin αx π
Thus, for x = 0, = ∫ dα ⇒ ∫ dα = . (iii)
2 π0 1+ α2 0 1+ α 2 2
Hence proved.
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Home Assignments
Fourier Integrals
0, x<0
1
Q.No.1.: Find the Fourier integral representation of the function f (x ) = , x = 0 .
2
-x
e , x > 0
∞
1 λ sin λx + cos λx
Ans.: f ( x ) =
π0∫ 1 + λ2
dλ .
Integral Transforms: 15
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x, x <1
Q.No.2.: Find the Fourier integral representation of f(x); f ( x ) =
0, x >1
∞
sin α − α cos α
Ans.: ∫ iπα 2
e iαx dα .
−∞
−π π
cos x , 2 < x < 2
Q.No.3.: Find the Fourier integral representation of f(x); f ( x ) =
0, x > π
2
∞
1 cos απ / 2 iαx
Ans.: ∫
π −∞ 1 − α 2
e dα .
Q.No.4.: Find the Fourier cosine and sine integrals of f ( x ) = e − kx , for x > 0, k > 0.
∞
2k cos sx
∫
− kx
Ans.: Fourier cosine integral (FCL) = f ( x ) = e = dx .
π 0 k 2 + s2
∞
2 s sin sx
Fourier sine integral (FSL) = f ( x ) = e − kx
= ∫ 2 dx .
π 0 k + s2
Ans.: f ( x ) = e −x 2
cos x = ∫
∞
(x 2
)
+ 2 cos sxds
.
π0 4
s +4
Ans.: f ( x ) = e −ax
−e −bx 2
= ∫
∞
(b 2
)
− a 2 s sin sxds
π0 (a 2
+s 2
)(b 2
+ s2 ).
∞ 1
sin πλ sin xλ π sin x , when 0 ≤ x ≤ π
(i). ∫ 1 − λ2
dλ = 2
0 0, when x > π
∞
λ sin λx π −kx
(ii). ∫ 2
k +λ 2
dλ =
2
e ; x > 0, k > 0.
0
Integral Transforms: 16
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