Fourier Transforms Lecture1&2
Fourier Transforms Lecture1&2
2
discontinuity.
Fourier Sine and Cosine integrals:
We have Fourier integral representation
1
f ( x) =
0 −
f ( t )cos ( t − x )dt d
1
i.e f ( x ) = f ( t ) cos t cos x + sin t sin x dt d
0 −
i.e f ( x ) = 1 cos x f ( t )cos t dt
0 d + sin x f ( t )sin t dt d ..(2)
− 0 −
If 𝑓(𝑥) is an odd function then 𝑓(𝑡)𝑠𝑖𝑛 𝜆𝑡 is even is even function,
𝑓(𝑡)𝑐𝑜𝑠 𝜆𝑡 is odd function.
Therefore, first term in (2) becomes zero
1
f ( x ) = sin x f ( t )sin t dt d
0 −
2
i.e f ( x ) =
f (t )sin t sin x dt d
0 0
1
f ( x ) = cos x f ( t )cos t dt d
0 −
i.e f ( x ) = 2
f (t )cos t cos x dt d
0 0
𝟏 ∞ ∞
∴ 𝒇(𝒙) = ∫ ∫ 𝒇(𝒕) 𝒆 𝒊𝝀(𝒕−𝒙) 𝒅𝒕 𝒅𝝀
𝟐𝝅 −∞ −∞
First we evaluate the integral w.r.t ′𝑥′ by keeping the other variable ′𝑦′ as
constant and apply the limits for ′𝑥′ then integrate the resultant w.r.t ′𝑦′and
apply the limits for ‘𝑦 ′ . If all the limits are constant the order of the integration
can be changed.
Prob 1 : Find the Fourier integral representation for
𝟏 − 𝒙𝟐 𝒇𝒐𝒓 |𝒙| ≤ 𝟏
𝒇(𝒙) = {
𝟎, |𝒙| > 𝟏
𝟏 − 𝒙𝟐 𝒇𝒐𝒓 |𝒙| ≤ 𝟏
Solution : Given function is 𝒇(𝒙) = {
𝟎, |𝒙| > 𝟏
The Fourier integral representation of 𝑓(𝑥) is given by
𝟏 ∞ ∞
𝒇(𝒙) = ∫𝟎 ∫−∞ 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕𝒅𝝀
𝝅
𝟏 ∞ ∞
i.e 𝒇(𝒙) = ∫𝟎 (∫−∞ 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕) 𝒅𝝀…(1)
𝝅
∞ −𝟏 𝟏
∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕 = ∫−∞ 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕+∫−𝟏 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕
∞
+∫𝟏 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕
𝟏
= 𝟎 + ∫−𝟏(𝟏 − 𝒕𝟐 ) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕𝒅𝝀 + 𝟎
𝟏
𝟐)
𝐬𝐢𝐧 𝛌(𝐭 − 𝐱) 𝐜𝐨 𝐬 𝛌(𝐭 − 𝐱) 𝐬𝐢𝐧 𝛌(𝐭 − 𝐱)
= ((𝟏 − 𝐭 − (−𝟐𝐭) (− 𝟐
) + (−𝟐) (− ))
𝛌 𝛌 𝛌𝟑
−𝟏
𝟐 𝟐
= 𝝀𝟑 [𝒔𝒊𝒏 𝝀(𝟏 + 𝒙) + 𝒔𝒊𝒏 𝝀(𝟏 − 𝒙)] − 𝝀𝟐
[𝒄𝒐𝒔 𝝀(𝟏 + 𝒙) + 𝒄𝒐𝒔 𝝀(𝟏 − 𝒙)]
𝟐 𝟐
= 𝝀𝟑 [𝐬𝐢 𝐧(𝝀 + 𝝀𝒙) + 𝐬𝐢 𝐧(𝝀 − 𝝀𝒙)] – [𝐜𝐨 𝐬(𝝀 + 𝝀𝒙) + 𝒄𝒐𝒔 (𝝀 − 𝝀𝒙)]
𝝀𝟐
From(1)
𝟏 ∞ 𝟐 𝟐
𝒇(𝒙) = 𝝅 ∫𝟎 (𝝀𝟑 [𝟐𝒔𝒊𝒏 𝝀 𝒄𝒐𝒔 𝝀𝒙 ] − [𝟐𝒄𝒐𝒔 𝝀 𝒄𝒐𝒔 𝝀𝒙]) 𝒅𝝀
𝝀𝟐
𝟎, 𝒙<𝟎
Prob 2: Find the Fourier integral of the function 𝒇(𝒙) = { 𝟏/𝟐 , 𝒙=𝟎
−𝒙
𝒆 , 𝒙>𝟎
𝟎, 𝒙<𝟎
Solution: Given 𝒇(𝒙) = { 𝟏/𝟐 , 𝒙=𝟎
𝒆−𝒙 , 𝒙>𝟎
∞
∞ 𝒆−𝒕
∫𝟎 𝒆 − 𝒕 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕 = (
𝟏+𝝀 𝟐
[(−𝟏)𝒄𝒐𝒔 𝝀(𝒕 − 𝒙) + 𝝀𝒔𝒊𝒏 𝝀(𝒕 − 𝒙)])
𝟎
𝟏
=𝟎 − [(−𝟏)𝒄𝒐𝒔 𝝀(−𝒙) + 𝝀 𝒔𝒊𝒏 𝝀(−𝒙)]
𝟏+𝝀𝟐
𝟏
= −( [−𝒄𝒐𝒔 𝝀𝒙 − 𝝀𝒔𝒊𝒏 𝝀𝒙])
𝟏+𝝀𝟐
𝟏
= [𝒄𝒐𝒔 𝝀𝒙 + 𝝀𝒔𝒊𝒏 𝝀𝒙]
𝟏+𝝀𝟐
𝟏 ∞ ∞
i.e 𝒇(𝒙) = ∫𝟎 ∫−∞ 𝒇(𝒕)[𝒄𝒐𝒔 𝝀𝒕 𝒄𝒐𝒔𝝀𝒙 + 𝒔𝒊𝒏 𝝀𝒕 𝒔𝒊𝒏𝝀𝒙]𝒅𝒕𝒅𝝀
𝝅
𝟏 ∞ ∞ ∞
𝒇(𝒙) = ∫𝟎 [(∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕) 𝒄𝒐𝒔𝝀𝒙 + (∫−∞ 𝒇(𝒕)𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕) 𝒔𝒊𝒏𝝀𝒙]𝒅𝝀
𝝅
𝟏 ∞
∴ 𝒇(𝒙) = ∫𝟎 [𝑨(𝝀)𝒄𝒐𝒔 𝝀𝒙 + 𝑩(𝝀)𝒔𝒊𝒏 𝝀𝒙]𝒅𝝀 ..(1)
𝝅
∞ ∞
where 𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 , 𝑩(𝝀) = ∫−∞ 𝒇(𝒕)𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕
𝟎 𝟏 ∞
𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝟎 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝟏 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕
𝟏 𝒔𝒊𝒏 𝝀𝒕 𝟏 𝒔𝒊𝒏 𝝀
𝑨(𝝀) = ∫𝟎 𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 = ] =
𝝀 𝒕=𝟎 𝝀
From (1)
𝟏 ∞ 𝒔𝒊𝒏 𝝀 𝟏−𝒄𝒐𝒔 𝝀
𝒇(𝒙) = ∫𝟎 [ 𝒄𝒐𝒔 𝝀𝒙 + 𝒔𝒊𝒏 𝝀𝒙] 𝒅𝝀
𝝅 𝝀 𝝀
𝟏 ∞𝟏
= ∫𝟎 [𝟐𝒔𝒊𝒏 (𝝀/𝟐)𝒄𝒐𝒔 (𝝀/𝟐) 𝒄𝒐𝒔 𝝀𝒙 + 𝟐𝒔𝒊𝒏 𝟐 (𝝀/𝟐)𝒔𝒊𝒏 𝝀𝒙]𝒅𝝀
𝝅 𝝀
𝟏 ∞ 𝟐𝒔𝒊𝒏 (𝝀/𝟐)
= ∫𝟎 [𝒄𝒐𝒔 (𝝀/𝟐) 𝒄𝒐𝒔 𝝀𝒙 + 𝒔𝒊𝒏(𝝀/𝟐)𝒔𝒊𝒏 𝝀𝒙]𝒅𝝀
𝝅 𝝀
𝟐 ∞𝟏
= ∫𝟎 𝒔𝒊𝒏 (𝝀/𝟐)𝒄𝒐𝒔 𝝀(𝒙 − 𝟏/𝟐)𝒅𝝀
𝝅 𝝀
Hence the Fourier integral representation of the given function is
𝟐 ∞𝟏
𝒇(𝒙) = ∫ 𝒔𝒊𝒏 (𝝀/𝟐)𝒄𝒐𝒔 𝝀(𝒙 − 𝟏/𝟐)𝒅𝝀
𝝅 𝟎 𝝀
|𝒙|, |𝒙 < 𝝅
Prob 4. Find the Fourier integral representation for 𝒇(𝒙) = {
𝟎, |𝒙| > 𝝅
𝟎, 𝒙 < −𝝅
Solution: The given function is 𝒇(𝒙) = { |𝒙| , − 𝝅 < 𝒙 <𝝅
𝟎, 𝒙>𝝅
𝟏 ∞ ∞
𝒇(𝒙) = ∫𝟎 ∫−∞ 𝒇(𝒕) 𝒄𝒐𝒔 𝝀(𝒕 − 𝒙)𝒅𝒕𝒅𝝀
𝝅
𝟏 ∞ ∞
i.e 𝒇(𝒙) = ∫𝟎 ∫−∞ 𝒇(𝒕)[𝒄𝒐𝒔 𝝀𝒕 𝒄𝒐𝒔𝝀𝒙 + 𝒔𝒊𝒏 𝝀𝒕 𝒔𝒊𝒏𝝀𝒙]𝒅𝒕𝒅𝝀
𝝅
𝟏 ∞
i.e 𝒇(𝒙) = ∫𝟎 [𝑨(𝝀)𝒄𝒐𝒔 𝝀𝒙 + 𝑩(𝝀)𝒔𝒊𝒏 𝝀𝒙]𝒅𝝀
𝝅
where
∞ ∞
𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 , 𝑩(𝝀) = ∫−∞ 𝒇(𝒕)𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕
−𝝅 𝝅 ∞
𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫−𝝅 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝝅 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕
𝝅 𝝅
𝑨(𝝀) = ∫−𝝅|𝒕|𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 = 𝟐 ∫𝟎 𝒕𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 (𝑎𝑠 |t|cos t is even in (−𝜋, 𝜋))
𝒔𝒊𝒏 𝝀𝒕 𝒄𝒐𝒔 𝝀𝒕 𝝅
= 𝟐 [𝒕 − (𝟏) (− )]
𝝀 𝝀𝟐 𝒕=𝟎
𝒔𝒊𝒏 𝝀𝒕 𝒄𝒐𝒔 𝝀𝒕 𝝅
= 𝟐 [𝒕 + ]
𝝀 𝝀𝟐 𝒕=𝟎
𝒔𝒊𝒏 𝝀𝝅 𝒄𝒐𝒔 𝝀𝝅 𝟏
= 𝟐 [𝝅 + − { 𝟐}]
𝝀 𝝀𝟐 𝝀
𝒔𝒊𝒏 𝝀𝝅 𝒄𝒐𝒔 𝝀𝝅−𝟏
= 𝟐[ 𝝅 + ]
𝝀 𝝀𝟐
𝝅
𝑩(𝝀) = ∫−𝝅|𝒕|𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕 = 𝟎 ( as |𝑡|𝑠𝑖𝑛 𝜆𝑡 is odd in (−𝜋, 𝜋))
𝟏 ∞ ∞
𝒇(𝒙) = ∫𝟎 ∫−∞ 𝒇(𝒕)[𝒄𝒐𝒔 𝝀𝒕 𝒄𝒐𝒔𝝀𝒙 + 𝒔𝒊𝒏 𝝀𝒕 𝒔𝒊𝒏𝝀𝒙]𝒅𝒕𝒅𝝀
𝝅
𝟏 ∞
𝒇(𝒙) = ∫𝟎 [𝑨(𝝀)𝒄𝒐𝒔 𝝀𝒙 + 𝑩(𝝀)𝒔𝒊𝒏 𝝀𝒙]𝒅𝝀 …(1)
𝝅
∞ ∞
where 𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 , 𝑩(𝝀) = ∫−∞ 𝒇(𝒕)𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕
−𝟑 𝟑 ∞
𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫−𝟑 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝟑 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕
𝟑 𝟑
𝑨(𝝀) = 𝟎 + ∫−𝟑 𝒕𝟐 𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + 𝟎 = 𝟐 ∫𝟎 𝒕𝟐 𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕
−𝟐 𝟐 ∞
𝑨(𝝀) = ∫−∞ 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫−𝟐 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝟐 𝒇(𝒕)𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕
𝟎 𝟐
𝑨(𝝀) = ∫−𝟐 𝒔𝒊𝒏𝒕 𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + ∫𝟎 𝒄𝒐𝒔𝒕 𝒄𝒐𝒔 𝝀𝒕 𝒅𝒕 + 𝟎
𝟏 𝟎
= 𝟐 ∫−𝟐 𝒔𝒊𝒏(𝟏 + 𝝀)𝒕 + 𝐬𝐢𝐧 (𝟏 − 𝝀)𝒕) 𝒅𝒕
𝟏 𝟐
+ 𝟐 ∫𝟎 𝒄𝒐𝒔(𝟏 − 𝝀)𝒕 + 𝒄𝒐𝒔 (𝟏 + 𝝀)𝒕 𝒅𝒕
𝟏 𝟐 𝟏
= [− + [cos 2(1 − 𝝀) + sin 2(1 − 𝝀)]]
𝟐 𝟏−𝝀𝟐 𝟏−𝝀
𝟏
+ [cos 2(1 + 𝝀) + sin 2(1 + 𝝀)]
𝟏+𝝀
𝟎 𝟐
𝑩(𝝀) = ∫−𝟐 𝒔𝒊𝒏 𝒕 𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕 + ∫𝟎 𝒄𝒐𝒔 𝒕 𝒔𝒊𝒏 𝝀𝒕 𝒅𝒕 + 𝟎
𝟏 𝟎
= 𝟐 ∫−𝟐 𝒄𝒐𝒔(𝟏 − 𝝀)𝒕 − 𝐜𝐨𝐬(𝟏 + 𝝀)𝒕 𝒅𝒕
𝟏 𝟐
+ 𝟐 ∫𝟎 𝒔𝒊𝒏(𝟏 + 𝝀)𝒕 − 𝒔𝒊𝒏 (𝟏 − 𝝀)𝒕 𝒅𝒕
Where
𝟐 𝟏
𝟏
− 𝟏−𝝀𝟐 + 𝟏−𝝀 [𝐜𝐨𝐬 𝟐(𝟏 − 𝝀) + 𝐬𝐢𝐧 𝟐(𝟏 − 𝝀)]
𝑨(𝝀) = 𝟐 [ 𝟏 ] and
+ 𝟏+𝝀 [𝐜𝐨𝐬 𝟐(𝟏 + 𝝀) + 𝐬𝐢𝐧 𝟐(𝟏 + 𝝀)]
𝟐𝝀 𝟏
𝟏 − 𝟏−𝝀𝟐 + 𝟏−𝝀 [𝐜𝐨𝐬 𝟐(𝟏 − 𝝀) − 𝐬𝐢𝐧 𝟐(𝟏 − 𝝀)]
𝑩(𝝀) = 𝟐 [ 𝟏
]
− 𝟏+𝝀 [𝐜𝐨𝐬 𝟐(𝟏 + 𝝀) + 𝐬𝐢𝐧 𝟐(𝟏 + 𝝀)]