A homework on Engineering Analysis 10

By AMRIT ARYAL
Nov,2020

1 Fourier Transform
1a:Fourier transform of a discontinuous function.
(
e−x , if x > 0;
f (x) =
0, if x < 0;
Solution.
Z ∞ Z ∞
1 1
F (e−x ) = √ e−x e−iwx dx = √ e−(1+iw)x dx
2π 0 2π 0

−(1+iw)x ∞

1 e
F (e−x ) = √ 
2π −(1 + iw) x=0
1
F (e−x ) = √
2π(1 + iw)
This Fourier transform is continuous except for x < 0 .

1b:
Fourier transform of f(x) is fb(a) which is written as
Z ∞
1
fb(a) = √ f (x)e−iax dx
2π −∞
For Even function f (x) .i.e. f(x)=f(-x) expression becomes
Z ∞
2
f (a) = √
b f (x) cos axdx
2π −∞
Fourier transform of g(x) is gb(a) which is written as
Z ∞
1
gb(a) = √ cos(αx)e−iax dx
2π −∞
Z ∞  iαx
+ e−iαx −iax

1 e
gb(a) = √ e dx
2π −∞ 2

1
Through convolution theorem,
Z ∞
1
f ∗g = √ g (x − a)e−iax da
fb(a)b
2π −∞
Z ∞
1
f ∗ g = fb(a) √ gb(x − a)e−iax da
2π −∞

From Fourier transform of g(x)

Z ∞
1
g(x) = cos αx = √ gb(x − a)e−iax da
2π −∞

∴
f ∗ g = fb(a) cos αx

1c:solve a PDE using Fourier transform

Given wave equation for string is,

∂2u 2
2∂ u
= c , x(−∞, ∞), t>0 (1)
∂t2 ∂x2
Intial condition,

u(x, 0) = f (x)
and initial velocity
∂u
(x, 0) = g(x)
∂t

1c.a Take Fourier transform of the equation with respect to x and

obtain an ODE
Using Fourier transform for solution u(x,t) is
Z ∞
1
F {u(x, t)} = √ u(x, t)e−iωx dx = u
b(ω, t)
2π −∞
Again Fourier transform of partial differential equation is
 2   2

∂ u 2∂ u
F = F c
∂t2 ∂x2
yields

d2 u
= −c2 ω 2 u
b
2
b
dt
d2 u
+ c2 ω 2 u
b
b=0
dt2

2
∴
d2 u
b(ω, t)
+ c2 ω 2 u
b(ω, t) = 0
dt2
is the required ODE in t.

1c.b: Write the general solution of this ODE

We get,
d2 u
b(ω, t)
+ c2 ω 2 u
b(ω, t) = 0
dt2
The general solution of above ODE is ,

u
b(ω, t) = A cos cωt + B sin cωt

1c.c: The coefficients

Using initial condition,

u(x, 0) = f (x)
Fourier transform of u(x,0) is
Z ∞
1
F {u(x, 0)} = F {f (x)} = √ f (x)e−iωx dx
2π −∞

F {u(x, 0)} = u
b(ω, 0)
Z ∞
1
b(ω, 0) = A = √
u f (x)e−iωx dx
2π −∞
∴ Coefficient A is Z ∞
1
A= √ f (x)e−iωx dx
2π −∞

Similarly, another initial condition

∂u
(x, 0) = g(x)
∂t
u0 (x, 0) = ∂u
∂t (x, 0)

Fourier transform of u’(x,0) is

Z ∞
1
F u (x, 0) = F {g(x)} = √
0
g(x)e−iωx dx
2π −∞

F {u0 (x, 0)} = u

b0 (ω, 0)
First derivative of u
b(ω, t)

u
b(ω, t) = A cos cωt + B sin cωx

3
 b0 (ω, t) = −Acω sin cωt + Bcω cos cωt
u
b0 (ω, 0) = Bcω
u
Now, Z ∞
1
b0 (ω, 0) = Bcω = √
u g(x)e−iωx dx
2π −∞
Z ∞
1
B= g(x)e−iωx dx
cω −∞
∴ Coefficient B is
Z ∞
1
B= √ g(x)e−iωx dx
cω 2π −∞

1c.d: take g = 0 and compute the inverse Fourier transform and get
u.
Substitute value of A and B in general solution we get,

u
b(ω, t) = A cos cωt + B sin cωt
Z∞ Z ∞
1 −iωx 1
u
b(ω, t) = √ f (x)e dx cos cωt + √ g(x)e−iωx dx sin cωt
2π −∞ cω 2π −∞
Z ∞
1 1
b(ω, t) = √
u e−iωx (cos cωt + sin cωt)dx
2π −∞ cω
Here,
Given condition g=0. i.e. B=0
Above term is reduced to
Z ∞
1
b(ω, t) = √
u e−iωx (cos cωt)dx
2π −∞

Taking Inverse Fourier of u

b(ω, t) to get u(x, t) For simplicity,

u
b(ω, t) = A cos cωt
Z ∞
1
u(x, t) = F −1 {bu(ω, t)} = √ b(ω, t)e−iωx dξ
u
2π −∞
Z ∞
1
u(x, t) = √ A cos cωte−iωx dξ
2π −∞
eicωt +e−icωt
Put cos cωt = 2
Z ∞
1 eicωt + e−icωt −iωx
u(x, t) = √ A e dξ
2π −∞ 2
Z ∞  
1
u(x, t) = √ A e−iω(x−ct) + e−iω(x+ct) dξ
2 2π −∞

4
We can write Inverse Fourier transform
Z ∞
1
f (x) = √ Ae−icωx
2π −∞
Then our solution is
1
u(x, t) = {f (x − ct) + f (x + ct)}
2