CHAPTER II

THE FOURIER INTEGRALS

The growing practical importance of transients and other non-periodic phenomena makes it
desirable to simplify the application of the Fourier integral in particular problems of this kind
and to extend the range of problems which can be solved in closed form by this method. Unless
the physicist or technician is in a position to evaluate the definite integrals which occur, by
mechanical means, he is usually entirely dependent upon the results obtained by the professional
mathematician. They are presented, however, not as definite integrals but as paired functions,
one function being the coefficient for the cisoidal (complex exponential) oscillation and the other
function the reciprocally related coefficient for the unit impulse.
The Fourier integral is very useful in the field of electrical communication and forms the basis of
Cauchy’s method for the solution of partial differential equations.

Let us assume the following conditions on f (x) :

1. f (x) satisfies the Dirichlet conditions in every finite interval ( L, L).



2. f ( x) dx converges, i.e., f (x) is absolutely integrable in (, ).

General Fourier series of a periodic function f (x) in the interval ( L, L) is defined as


nt nx
 
1 
1
L L
f ( x)  f (t ) dt  f (t ) cos dt. cos
2L L n 1 L  L L L


nt nx


1
L
 f ( t ) sin dt . sin (1)
n 1 L L
L L


nx nt nx nt 
 
1 1  
L L
 f (t ) dt  f (t )  cos cos  sin sin  dt
2L L L L  n 1  L L L L 

2 cos 
 n ( x  t )  
 
1 1  
L L
 f (t ) dt  f (t )   dt
2L L 2L L  n1  L 


 n ( x  t )  

1  
L
 f (t ) 1  2 cos   dt
2L L  n 1  L 

 L  L 
1  
  n ( x  t )  
L
 f (t )  2 cos   dt
2 n 1 L  L 

f (t )  cos 0. ( x  t )   cos     cos 

     n ( x  t )      n ( x  t )  

1  
L
  dt
2 L L  L  n 1 L  L  n 1 L  L 

f (t ) lim  cos 
  r ( x  t )  

1 
L n
  dt
2 L  n  r   n L  L 
  
  
 f (t ) lim  cos ( x  t ) dt
1 1 r
L n
 (2)
2  n  r   n L L 
  
L
 
 2
L
When L  ,   and so

 
 
 cos  ( x  t )  lim  cos ru ( x  t )u , where u 

1 r 
1
lim
L 
r   L L 
u  0
r   L
 
 
 

 cos{u ( x  t )}du, where ru  u and u  du,




by definition of definite integral as the limit of a sum.

Hence, from (2),

  cos{u ( x  t )} du
1
 
f ( x)  f (t ) dt
2  

 
  
1

  cos{u ( x  t )} dt  du (3)
2  
This double integral is known as the Fourier integral and this holds if x is a point of continuity
Lf ( x)  Rf ( x)
of f (x). If x is a point of discontinuity, we must replace f (x) by as in the case
2
of Fourier series.

Another form of the Fourier integral is

f ( x)   du  f (t ) cos{u ( x  t )} dt
1
 
(4)
 0 

Fourier integral of an even function:

2  
f ( x)     f (t ) cos ut dt  cos ux du
 
(5)
 0 0 
Fourier integral of an odd function:
2  
f ( x)     f (t ) sin ut dt  sin ux du
 
(6)
 0 0 

Necessary Integration Formulas

(F1) f ( x)   e ax cos(bx) dx 
eax
[a cos(bx)  b sin(bx)]
a 2  b2
(F2) f ( x)   e ax sin(bx) dx  2
e ax
[a sin(bx)  b cos(bx)]
a  b2
 3
Solved Problems
Problem 1 Find the Fourier integral of the function
0, x  0
1

f ( x)   , x  0
2
e  x , x  0
Solution: By definition of Fourier integral, we get
 
   f (t ) cos{u ( x  t )} dt  du
1

f ( x) 
2    
 
  f (t ) dt   cos{u ( x  t )}  du
1


  0 
 
  f (t ) dt   [ cos(ux) cos(ut )  sin(ux) sin(ut )}  du
1


  0 
1   1  
    f (t ) cos(ut )dt  cos(ux)du     f (t ) sin(ut )dt  sin(ux)du
   

 0     0   

  0 cos(ut )dt   e cos(ut )dt   e t cos(ut )dt

 0  
Now f (t ) cos(ut )dt  t

  0 0

 e t 

1
 ( cos ut  u sin ut ) 
1  u 0 1 u
2 2

  0 sin(ut )dt   e t sin(ut )dt   e t sin(ut )dt

 0  
Again, f (t ) sin(ut )dt 
  0 0

 e 

t
u
 ( sin ut  u cos ut  
1  u 0 1 u
2 2

Therefore, f ( x)  
1 cos ux  u sin ux

du
 0 1 u2

 1 u
1 1 1
tan u  1 1 1

If x  0, we get f (0)  du    0
1 

  2  2
2 0
0

1
i.e. f ( x)  is satisfied for x  0.
2

Thus, we get f ( x)  
1 cos ux  u sin ux

du .
 0 1 u2
 4

 1 u
cos ux

Problem 2 Show that du  e  x , x  0.
0
2 2

Solution. By definition of Fourier cosine integral formula, we have

2  
f ( x)     f (t ) cos ut dt  cos ux du
 

 0 0 
Let f ( x)  e . Therefore,
x

  t 
   e cos ut dt  cos ux du
2

ex  (7)
 0 0 

But  e cos ut dt 
e t
t
[ cos ut  u sin ut ]
1 u2

Thus  e t cos ut dt 
1

.
0 1 u2
Hence equation (7) becomes

ex  
2 cos ux

du
 0 1 u2


cos ux

 du  e  x
0 1 u 2
2




u sin ux
Problem 3 Show that du  e  x , x  0.
0
1 u 2
2
Solution. By definition of Fourier sine integral formula, we have
2  
f ( x)     f (t ) sin ut dt  sin ux du
 

 0 0 
Let f ( x)  e . Therefore,
x

  t 
   e sin ut dt  sin ux du
2

ex 
 0 0 

But  e t sin ut dt 
e t
[ sin ut  u cos ut ]
1 u2

Thus  e t sin ut dt 
u

.
0 1 u2
Hence equation (7) becomes

ex  
2 u sin ux

du
 0 1 u2


u sin ux

Thus, du  e  x .
0 1 u 2
2
 5

 (1  u
4 cos ux

Problem 4 Show that (1  x)e x
 du , x  0.
 0 )
2 2

Solution. By definition of Fourier cosine integral formula, we have

 
   f (t ) cos ut dt  cos ux du
2

f ( x) 
 0 0 
Let f ( x)  e . Therefore,
x

  t 
   e cos ut dt
 0 1  u 2
2 2 cos ux
 
ex   cos ux du  du
 0 0 

  t 
   te cos ut dt  cos ux du
2

Again, let f ( x)  xe x

 0 0 
Now  te  t cos ut dt  t  e  t cos ut dt  
et
{ cos ut  u sin ut}dt
1 u2


te  t e t
 { cos ut  u sin ut}  { cos ut  u sin ut}dt
1 u 2
1 u2

 
 te  t 
  
et
Therefore, te cos ut dt  
t
{ cos ut  u sin ut }  { cos ut  u sin ut}dt
1  u 0 0 1  u
2 2
0

1 u2 1 u2
 0  
(1  u 2 ) 2 (1  u 2 ) 2 (1  u 2 ) 2

 0 (1  u 2 ) 2
2 1 u2

Thus, xe x
 cos ux du

Hence
 1 1 u2 
  cos ux du  
2 4 cos ux
 
(1  x)e x
   du
 0 1  u
2
(1  u 2 ) 2   0 (1  u 2 ) 2

Problem 5 Use Fourier cosine integral formula to show that

e cos x   4
2 u2  2

x
cos ux du , x  0.
 0 u 4

Solution: We have the Fourier cosine integral formula

2  
f ( x)     f (t ) cos ut dt  cos ux du
 

 0 0 
Let f ( x)  e cos x. So we have
x
 6
  t 
   e cos t cos ut dt  cos ux du
2

f ( x) 
 0 0 

But  e cos ut cos t dt   e t [cos(u  1)t  cos(u  1)t ] dt

1
 
t

0
20
1 1 1  1 2(u 2  2)
     
2  (u  1) 2  1 (u  1) 2  1 2 (u 2  2) 2  4u 2
u2  2
 4
u 4
Hence


2 u2  2

e  x cos x  cos ux du.
 0 u4  4

Problem 6 Use Fourier sine integral formula to show that

e cos x   4
2 u 3 sin ux

x
du , x  0.
 0 u 4

Solution: We have the Fourier sine integral formula

2  
f ( x)     f (t ) sin ut dt  sin ux du
 

 0 0 
Let f ( x)  e cos x. So we have
x

  t 
   e cos t sin ut dt  sin ux du
2

f ( x) 
 0 0 

But  e t sin ut cos t dt 

2 0
1 t
 
e [sin(u  1)t  sin(u  1)t ] dt
0

1  u 1 u 1  u3
    
2  (u  1) 2  1 (u  1) 2  1  (u 2  2) 2  4u 2
u3
 4 .
u 4

Hence


2 u 3 sin ux

e  x cos x  du.
 0 u4  4
 7
Exercises
1. Use Fourier cosine integral formula to prove


2 cos x

e  x
 d , (  0, x  0).
 0  2  2
2. Write the Fourier sine integral for f ( x)  e   x and hence show that
  sin x


e  x
 d , (   0, x  0).
2 0
2
 2
3. Find the Fourier integral for the function f ( x)  e kx when x  0 and f ( x)   f ( x) for
k  0.
1, x 1
4. Find the Fourier integral representation of the function defined by f ( x)  
0, x  1.
Discuss the convergence of the Fourier integral and evaluate the following integrals:
sin  cos  x sin 
i)  d ii) 
 
d
0
 0

5. Find the Fourier integral representation of the function defined by
sin x ;    x  
f x   
 0 ; x 
sin 
 1 

Discuss the convergence of the Fourier integral and evaluate 2
sin  x d .
0
6. Find the Fourier sine integral of the following function.
1 ; 0  x  
f x   
0 ; x  
1  cos 


Discuss the convergence of the integral and hence evaluate sin  x d .
0

1  cos t , 0  t  
7. Find the Fourier cosine and sine integral of f t   
 0, t  .
sin  1  22  cos 
Hence evaluate: a)  0  1  2 sin t d .
   
 
cos  t d  , b)
0  1 
2

8. Find the Fourier cosine and sine integral of f  x   e  x cos x for x  0.

2  2 3
0 4  4 cos x d 
 
Hence evaluate: a) b) sin x d .
0
4
4
Also, discuss their convergence.
1 ; 0  x  1
9. Find the Fourier cosine integral of the function f  x   
0 ; x  1
sin 
Discuss the convergence of the integral and hence evaluate 

cos  x d .
0
