Book Fourier Page 1-21
Book Fourier Page 1-21
DULE-
1 Integral Transforms
1.1 INTRODUCTION
which solutions of
The theory of integral transforms affords mathematical devices through
conduction of heat,
numerous boundary value problems of engineering can be obtained e.g.
transmission Iines
transverse vibrations of a string, transverse oscillations of an elastic beam,
etc.
The choice of a particular transform to be employed for the solution of an equation
transform can
depends on the boundary conditions of the problem and the ease with which the
be inverted.An integral transform when applied
to a differential equation reduces the
partial
number of its independent variables by one.
1.2 DEFINITION
where J, (px) is the Bessel function of the first kind and of order n.
iw) Mellin Transform. K(p, x) = xP-l
(nFr)| dr converges;
Ft) cos lt -
x) dt dr
Plx)=
then
called Fourier integral of F(x).
The integral o n the right hand side is
in (-c, c) is given by
Proof. We know that
Fourier series of a function F(x)
1
2 , cos+b,
sin
Fx) C C
where,
Pe) dt
ni
a, Ft) cos- C d
and 6, F s i nnc dt
in we get
Substituting the values ofa a, and b, (1),
cos t cos 2 + sin s i n Ft) dt
Fle) PO) dt+ C C c
COS
nalt- Ft) dt
n=l
Ifwe assume that |F(x)|dx converges i.e., F(x) is absolutely integrable on ther-a
the first term on right side of (2) approaches 0 a s c o since
2c -e
=
Lim
A 0 T
n = 1
a)F) cos tn(AAKt -x)) dt (3) where C
Fla)=
Ft) cos t - x) dt d
which is known as Pourier integral of
Fx). Eqn. (4) is true at a point of
continuity
At a point of discontinuity, the value of the integral on the right in
IFx+0) + Fx 0.
O Ft)sinlt -) dt dh .(3)
-0o
Fx) e Ft).e dt da
which is known the
as
complex form of F ourier integral.
1, for x|s1 as a Fourier
Example 1. Express the function F(x)= o, for |x |> 1 ntegro
.He
evaluate c sin a cos x d.
CA.K.T.Uu2
Sol. Fourier integral for Flx) is
-15,
cos cos A(t -
0.
0, for |x|>
| x|>11)
Note. Putting x =
0, we get sin d= or, sin
d dx =
Example 2. Using Fourier sine integral, shouw that
> t
Sol. Let, Flx)= TU2, 0<x<t|
0, x>
Using Fourier sine integral, we have
Fx) sin
Tt Jo Ft) sin t dt d
-ain x sin t dt dr|
sinx -cost 1-cos t
0 sin (xa) d
cos cos Tth
A sin (xA) dh =F(x) TU2, O<x<n\
=
E xample 3. Ustng Fourier integral representation, show that
S i n xw
2 do 2 >0 i i ) c o s d o = , x 2 0.
sin A
0
a22sin
T Jo 1+
A da
a sin
o 1+23 dh ,x>0
Or,
sin do =e,x>0
1+0
(ii) Fourier cosine integral is
Fl)-cosAxFt) cos At dt dh
e: cos Axe cos t dt dh Let F(r) =e*
e
cos 1422 cos +1 sin t) d
0
2o 1
Jo 1+12
cos d5",x20
( Cos o*
or, Jo 1+0 do=,x2 0.
Example 4. Using Fourier integral representation, show that
Adding, we get
cos xo+0Sin xodo=e +e,x>0
1+0
= pe, >0
cos x0 + do
when x 0, Sin x do =
1+2 | tan
=
J 1+ o
when x <0,
J0
COS x + 0 Sin xo
do =), o sin xo do =e-, =
0
1+o 1+0
Hence
0, ifx <0
s cOs x0 +0 Sln cu dO ={i2,
J0
10
if x =
0
Te, if x > 0
Example 5. Find the complex form of the Fourier integral representation of
lekx 0 and k>0
Ax)= 0,
, otherwise
Sol. We know that the complex form of Fourier integral representation of flx) is gi
Ax)= 2T ft)e dt da
Here, =e", x>0 and k>0
ft)0,
ft)
otherwise
. From (1),
i - d t |da
-(k-in) Jo
PROBLEM SET-I
1. Using Fourier integral representation, show that
ear 2a
e 242 d; a>0,x20. (A.K.T.U.
2. Find Fourier sine integral for F(x) e-r =
3.
3. Using Fourier integral representation, show that
A sin Ax (eo* -Bar
Jo RE da=T e
a+2x2 + -
Hence find the Fourier sine
integral representation of e -
e-x.
0, x<0
4. If Fl) {x, 0Srsti, then show that
=
0, x>r
cos hx] da
INTEGRAL TRANSFORMS
M-2.7
5. Using Fourier integral formula, prove that
x
d=e cos x, i
Using Fourier integral method, prove that
s i n Ar dà =sin x, if 0sxsm
0, if x>n
cos cos r if
-da = .
cos x, |«|<|
2
1-2
0, if
1. Find Fourier sine integral representation of
) F(x)=
0, 1<x
0<x<1
{k, <2 , where k is a constant. (ii) F(x)=2,0Sx 1.
0, x >2
8. Find Fourier cosine integral representation of
n 0, , 0xsrl
(i) Flx)
Fla) =10,, 0sxs2)
=
(i) Flx)
(i) =
Prove that
Flaz)-A(cokda (a>0)
3.3. sin Ax dh
Jo + 1 +4)
i)Fle)= 2 (cos A cos 2A)
7. s i n x dn
2 sin
(ü)F = cos +
sin Ar dà
+ Co8 AT
8. i) Fx) =-4 cos Àx dh
3-1
(i) Fx) = 2 sin 2 cos 2-1 Ax d
cos
9. Fx) =
M-2.8 in each finite
FOURIER
T R A N S F O R M
piecewise
c o n t i n u o u s
parti
1.6
COMPLEX
Ap)=FIF))
=| denoted by
Ap).
The
function
call
and is
transform of Flx)
Fourier
the
is defined as
Fourier
transform offp). transform is given by
inverse Fourier
the formula for
inverse
The
Ap).e dp.
F-l Ap))=Ft) =
the
formulae as e-ipx.fp)dp.
authors write and Fx) =
Note. Some
00
eiPx Fx)dx
p2
IFx)) orf.
is d e n o t e d by F.
TRANSFORM
FOURIER SINE o
Flx), 0
<r<
1.7 function
Fourier sine
transform ofthe
The infinite
and defined by
fp)= | Fx). sin pxdr* transform of F, IF(x).
inverse Fourier sine
the
function Flx) is called
and the
formula is given by
The inverse
* p).sinpx dp.
Fx)= F,, (p))
=
oo Sin mx
1.
da=m 0) 2.d 2
e +pr 1
dsec -T<a<t) dtan.-rea
S1n adr=*e"" sin
Sin
sin br,
br, (r> 0).
-b)2
PROPERTIES OF FOURIER TRANSFORMS
1.10
1.10.1 Linear Property
Iffp) and fypl are the Fourier transforms of F,x) and F(x) respectively then
FleF a)+cF a)] = cfp) + cSp)
and c are constants.
where c,
Proof. We have.
_F).e dr*eaF,(r) eP de
=c F Fa)) + cF[F,x)] = c,f(p) + ca fap).
FIFar))= a 0.
Put ax =t
dt
Proof FFlar)) = Flax)dx d=
dr()
From this property, it is evident that if the width of a function is decreased while its
height is kept constant then its Fourier transform becomes wider and shorter. If its width is
increased, its transform becomes narrower and taller.
Remark. f fp)and f.p) are Fourier sine and cosine transforms of Fx) respectively then
H(x).
P G Fu). Gr -u) du =
Flu).Gr-u) duee* dx
on changing the oi
Gr-u).eP dx} du
| of integration
-
Fu). ipdx-)G(x -
u) dx u)e" du
-
=
Flu G)de du wherer - u =t
) F, x Fx) =-fp) d
dp
Proof.i)
f.p)=F)cos px dx
da
d p)=-Fx).xsin px dx =-F, Flx)
F, x Fla)) =-dp
F. Flx) =dn P)
Example 6. Find the Fourier transform of following functions:
ii) fp)=Fa).eP dx
- da= E
(cos px +i sin px) dx
sin pe
p d P pe
(ii) p)=Flx d =l d
0
=e dx+ i dx
2.12
-(1-4plr 1
elplr 70 2 2
-(1-ip Jo 1+ip 1-ip 1p?
1+ip
(iv) We have just
proved that
Fle-l)-1+p
scale property, we get
Using change of 2a
Flea =
2 2 p+a2
1+/ a
t(cos
2
cos pt -
P P
a + s i n pe
)"
2i
COs ap
1
2i cos ap +sin ap (sin ap a p cos ap).
p
Example 7. Find the Fourier transform of the function
Sin ax
(i)F(x) = xea|«, a >0 (ii)F(x) = ,a>0
f o r - a <x<0|
(ii) Flx) =
1-, a
for 0< x <aa
0, otherwise
Sol. i) Ap) =
_xel Ieim dx a
=
xe eiP dx +xe" eipr dx =| xelanip dx + |xe-a-p dx
eatip)x ea-ip)x )* ea-ipx
de +
a+ip a+ip - (a -ip) -
(a -
ip)
dr
ea+ip)x 1 ela-p)x
1 4 iap
a+ ip -(a-ip J a+ip)2 (a-ip) (a2 +p2)2
Sin ax
(ii)
Ap)= eid= Sin ax
(cos px+ isin px) dx
S i n ax
2
cos px dx = sin (a + P) X + sin (a- p) Xdx ...(1
o
CANe I. If |pl < a then a +p und a p hoth nre ponítive and then (1) gives
Ap-2'2 is
(a + p) in positive whereas (a -P)
Case II. If |p|> a then for positive values of p,
while (a - p) in positive. Consequently,
negative and for negative vnlues of p, (a p) i negative
+
we get
Ap) o r 2 ' 2 =0
)=, Ipl<al
Hence, fp)= 0, |p|>a
(iii) Ap)-P).emds 1 e de =
1-e dx
...(1)
e e' dx+ |xe'P dx-xedx
d
ip
ip
1-e"Pa) - (ein -1
2
le-ypa pa + eipa] = ( 1 - c o s ap);p #0
2
ap ap ap
when p = 0,
= 2a + =2a 2a a =a
Hence,
( 1 - cos ap); p0
fAp) = {ap2
a; p=0
Example 8. Find the complex Fourier transform of dirac delta function &x - a).
Sol. Fl&x-a)) =
x-a) eip dx .
ipx \a+h
= Lim | eipx dx = Lim-
h 0Ja
h 0h ip
eiph
= Lim epa
Lt
e p a
h>0
iph iph 0
Remark. For the function &t), F(&t)) = 1.
transfo
M-2.14 Hence find the
Fourier
form of
Fourier
transform of e .
Find the
Example 9.
A.K.T.U. 2017)
(i) Flx)=e*"2
(i)Fx)=e ,la
> 0 cos 2x
(iv)Fx)=e*
(iii) Flr)
=e dir-9 --ipx) de
dx
Sol.
Ap)= de e =
Put x-
2
d dx =d
va
(i) Comparing with the result of deduction (i), we get a = 5
Hence, Fe2)=2Rep'/2)
(iül) We have, from (1),
Fle)=ep'
Plt)- -pb,e dp
ePi dp +P dp
1ePly-ir) )0
2 ey+ix)p
y ix
|-(y +ix))
=
y+ix
tly+)
Example l1. Find the Fourier transform of
Hence evaluate
8in ap cos px
(i)
p
dp (i dp.
Sol. Ap)= Fa).e d =
1.e d =2cos px dx
-
2 sin ap
*0
For p 0, we find fip) 2a =
cosdp=,
px dp=0, lxl<al ...i)
P
Hence the first result.
«1>0)
sin ap coS P T, x<a
Again, from (i), 2
P dp=0, x]>a)
sin ap cos pxnT2, |x|<a|
P iz}>a)
Putting r = 0 and a =1, we get
Bin P. dp2
transform of Flx) * *l<1
Example 12. Find the Fourier
=
0, if x|>1
Integral
Using property of Definite
px (1- x*)
d
2cos
Sin pxdr
sin p dr
INTE
pf-2)
-
4 p-p cosp)
S i n t r a n s f o r m
Fourier
formula
for
p ) . e d p
inversion
By
(sinp -p
cos
sin p-pCOs2dp
d
Fa) S1-pcos
-isin px). P
(cospx integral
co Using
prop. ofdefinite
sin p -p
COs p cos pxdp |
S p
where
37T
From eqn.(2),eospsn
p cosdp=
Replacing p by x, we get
rcoSxScosdr=-
2 16
transform ofthe function AF(t)
Example 13. Find the Fourier
shown in the adjoining figure.
2, for-1<t<1 ]
Ft)= 1, for -2<t< - 1
Sol. Here,
1, for 1«t<2
+2
2 ip1 ip
24p eP
ip ip p
e2ip 2ip
ip p
Example 14. Find the Fourier sine transform of e-l x1, Hence evaluate ex 2
sin mx d.
+
Sol. In the interval
(0, ), x is positive so that e-lx I = e".
Fourier sine transform of flx) e* is given by
=
-
sin px- p cos px) P
1+p
Using inversion formula for Fourier sine transform, we get
s i n m*
Hence, 1+ dd x -
e-m
Example 15. Find Fourier sine transform of a >0. Hence find Fourier sine
dl
-.sin px dx Differentiating (1) w.r.t.p
dp dp
lsin(sin px)d = .x
cos px dx =
cos px dr
-at
e
- a cos px + p sin px)|
J0
I=tan ..(2)
Initially whenp = 0, I= 0 C 0 From (2)
From (2), I=tan-
sin px dx =tan-
Take limit as a s0
sin pr dx*2
transform ofthe
followinR function,
ns
Fourier cosine
Example 16. Find
Pix)=1-x, <r<l1
cOs r, 0 <x<a
ear +e cosh ax
or
(i)Fx) = ( i )Fx)= cosh x a
=sin pr /2 /2 sin px dx - i n p- - 1 n p
p P v2 P
1/2
1
2ain p V2
cosp-cos
1 - -1- cos p
(ii) fp= Flx) cos px dr
px dx a
= cos x cos =
cos (1+p)x +
cos (1 -prl dx
1 sin (1+ px sin (1-p)x sin (1+ pla sin (1- pa
2 1+P 1-p 2 1 1-p
(ii)
t- cos px dr =
e+e
dx
e p) +e *ipx e d p ' + e ' p'r
e+e dx
2 cos coS
ip a
coscosh
2 cos ip = cosh p
cos a+ip
Pcos cOs a +cosh p
2
2 12
=
ecos px dx +4 3
cos px dx
=2+4 p+9
p+9
2
(u) f,p)= sincos
2
px dx = dx
| dx
I m . part of -ip12) T
V 2i
in in
Fourier sine
Example 17. Find Fourier cosine transform of and hence find
.(1)
Sol. tsp)-J 0 1+ x
cos
px dx =I (say)
d - x Sin p dx = - r (1+x -
1) sin px dx
1+ x(1+ x*)
dp
=- sinpx dx + sin px dx
x(1+*)
..(2)
- dp Sin p r
x(1+x2)
dx
cOSPd =l
M-2.20 r cos p dx = 1+
Jo x(1+x
Again,
dp I=c P+¢2e
e+ CaeP
(3) is,
I=e, 6) P
Solution of dl eP-
C,
eP
dn
dp
Whenp = 0,
and dp
and (5), we get T72
Applying to (4)
-
=
= T2 and c -C
C tCa w2
C
=
0, C
so that,
From (4),
COs p
14d=er
x sin px sin px
s ixn p dx =
e
d=-e
14
1 4 2
Jo
cospx drr = -
dp
+ log A or I=Ae 4
2
From (2),
2 =A
INTEGRAL TRANSFORMS
M-2.21
Hence,
I-F,le-
Example 19. If fp)=5 tan 2
then find Flx). (M.T.U. 2014)
Sol.
tan tan
p1-1-an an
Flx)=
cOs px dp
cos px dp
cos px dp P+1/S prdp
(say) ..(1)
where 1
sinpdp
1
(p-1
Sin dp
Ttr do (p-12+1P
Similarly,
From (1),
. sinpx Sin px
-dp
Tt Jo (p-1 +1 (p +1* +1
esin
27ETesinx-e sin (-)
Example 20. Solve the integral equations:
1, 0st<1
()fxl cos x dx =
e" (ii) F)sin tx dx ={2, 1st<2.
(0, t22
cos tr
- 0