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Parseval's Identity

The document discusses Parseval's identity for Fourier transforms. It presents Parseval's identity for the Fourier transform, Fourier cosine transform, and Fourier sine transform. It then gives four examples showing how to use Parseval's identity to evaluate integrals by relating them to known Fourier transforms.

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Rohit Rathod
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0% found this document useful (0 votes)
977 views16 pages

Parseval's Identity

The document discusses Parseval's identity for Fourier transforms. It presents Parseval's identity for the Fourier transform, Fourier cosine transform, and Fourier sine transform. It then gives four examples showing how to use Parseval's identity to evaluate integrals by relating them to known Fourier transforms.

Uploaded by

Rohit Rathod
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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−𝑎𝑥 Fourier cosine transform of 𝑎

𝑓 𝑥 =𝑒 𝐹𝑐 𝜆 = 2
𝑓 𝑥 𝑎 + 𝜆2

Fourier sine transform of 𝜆


𝑓 𝑥 = 𝑒 −𝑎𝑥 𝐹𝑠 𝜆 = 2
𝑓 𝑥 𝑎 + 𝜆2

𝑥 Fourier sine transform of 𝜋 −𝑎𝜆


𝑓 𝑥 = 𝐹𝑠 𝜆 = 𝑒
𝑥 2 + 𝑎2 𝑓 𝑥 2

1 ; 𝑥 ≤𝑎 Fourier cosine transform of sin 𝑎𝜆


𝑓 𝑥 =ቊ 𝐹𝑐 𝜆 =
0 ; 𝑥 >𝑎 𝑓 𝑥 𝜆
Parseval’s Identity For Fourier Transform

1. If the Fourier Transform of 𝑓(𝑥) and 𝑔(𝑥) are 𝐹(𝜆) and 𝐺 𝜆 respectively,
then

∞ ∞
1
a) න F λ G λ dλ = න f x g x dx

−∞ −∞

Where bar implies complex conjugate

∞ ∞
2
1 2
b) න F λ dλ = න f x dx

−∞ −∞
2. Parseval’s Identity For Fourier Cosine Transform

∞ ∞
2
a) න Fc λ Gc λ dλ = න f x g x dx
π
0 0

∞ ∞
2 2 2
b) න Fc λ dλ = න f x dx
π
0 0
3. Parseval’s Identity For Fourier Sine Transform

∞ ∞
2
𝑎) න 𝐹𝑠 𝜆 𝐺𝑠 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋
0 0

∞ ∞
2 2 2
𝑏) න 𝐹𝑠 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑑𝑥
𝜋
0 0
Ex.1. Using Parseval’s Identity Prove that

∞ 𝒙𝟐 𝝅
‫𝟐𝒂( 𝟎׬‬+𝒙𝟐 )(𝒃𝟐 +𝒙𝟐) 𝒅𝒙 =
𝟐(𝒂+𝒃)

𝜆
Solution: We know that Fourier sine transform of 𝑓 𝑥 = 𝑒 −𝑎𝑥 is 𝐹𝑠 𝜆 =
𝑎2+𝜆2

−𝑏𝑥 𝜆
similarly 𝑔 𝑥 = 𝑒 is 𝐺𝑠 𝜆 =
𝑏 2+𝜆2

Parseval’s Identity For Fourier Sine Transform

∞ ∞
2
න 𝐹𝑠 𝜆 𝐺𝑠 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋
0 0
∞ ∞
2 𝜆 𝜆 −𝑎𝑥 −𝑏𝑥
න 2 2 2 2 𝑑𝜆 = න 𝑒 𝑒 𝑑𝑥
𝜋 (𝑎 + 𝜆 ) (𝑏 + 𝜆 )
0 0

∞ ∞
2 𝜆2 −(𝑎+𝑏)𝑥
න 2 2 2 2 𝑑𝜆 = න 𝑒 𝑑𝑥
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 )
0 0

∞ ∞
2 𝜆2 𝑒 −(𝑎+𝑏)𝑥
න 2 2 2 2 𝑑𝜆 =
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) −(𝑎 + 𝑏) 0
0

2 𝜆2 𝑒 −∞ 𝑒0
න 2 2 2 2 𝑑𝜆 = −
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) −(𝑎 + 𝑏) −(𝑎 + 𝑏)
0
We know that , 𝑒 −∞ = 0 and 𝑒 0 = 1

2 𝜆2 1
න 2 2 2 2 𝑑𝜆 = 0 +
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) (𝑎 + 𝑏)
0

𝜆2 𝜋
න 2 2 2 2 𝑑𝜆 =
(𝑎 + 𝜆 )(𝑏 + 𝜆 ) 2(𝑎 + 𝑏)
0
Replace 𝜆 by 𝑥

𝑥2 𝜋
න 2 2 2 2 𝑑𝑥 =
(𝑎 + 𝑥 )(𝑏 + 𝑥 ) 2(𝑎 + 𝑏)
0
Ex.2. Using Parseval’s Identity Prove that


𝟏 𝝅
න 𝟐 𝟐 𝟐 𝟐
𝒅𝒙 =
(𝒂 + 𝒙 )(𝒃 + 𝒙 ) 𝟐𝒂𝒃(𝒂 + 𝒃)
𝟎

Solution:
𝑎
We know that Fourier cosine transform of 𝑓 𝑥 = 𝑒 −𝑎𝑥 is 𝐹𝑐 𝜆 =
𝑎 2 +𝜆2

𝑏
similarly 𝑔 𝑥 = 𝑒 −𝑏𝑥 is 𝐺𝑐 𝜆 =
𝑏 2 +𝜆2

Parseval’s Identity For Fourier Cosine Transform

∞ ∞
2
න 𝐹𝑐 𝜆 𝐺𝑐 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋
0 0
∞ ∞
2 𝑎 𝑏 −𝑎𝑥 𝑒 −𝑏𝑥 𝑑𝑥
න 2 𝑑𝜆 = න 𝑒
𝜋 (𝑎 + 𝜆2) (𝑏 2 + 𝜆2)
0 0

∞ ∞
2 𝑎𝑏 −(𝑎+𝑏)𝑥 𝑑𝑥
න 2 𝑑𝜆 = න 𝑒
𝜋 (𝑎 + 𝜆2)(𝑏2 + 𝜆2)
0 0


−(𝑎+𝑏)𝑥 ∞
2𝑎𝑏 1 𝑒
න 2 2 2 2 𝑑𝜆 =
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) −(𝑎 + 𝑏) 0
0

2𝑎𝑏 1 𝑒 −∞ 𝑒0
න 2 2 2 2 𝑑𝜆 = −
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) −(𝑎 + 𝑏) −(𝑎 + 𝑏)
0
We know that , 𝑒−∞ = 0 and 𝑒 0 = 1

2𝑎𝑏 1 1
න 2 2 2 2 𝑑𝜆 = 0 +
𝜋 (𝑎 + 𝜆 )(𝑏 + 𝜆 ) (𝑎 + 𝑏)
0

1 𝜋
න 2 2 2 2 𝑑𝜆 =
(𝑎 + 𝜆 )(𝑏 + 𝜆 ) 2𝑎𝑏(𝑎 + 𝑏)
0
Replace 𝜆 by 𝑥

1 𝜋
න 2 2 2 2 𝑑𝑥 =
(𝑎 + 𝑥 )(𝑏 + 𝑥 ) 2𝑎𝑏(𝑎 + 𝑏)
0
Ex.3. Using Parseval’s Identity Prove that


𝒙𝟐 𝝅
න 𝟐 𝟐 𝒅𝒙 =
𝒙 +𝟏 𝟒
𝟎

−𝑥 𝜆
Solution: We know that Fourier sine transform of 𝑓 𝑥 = 𝑒 is 𝐹𝑠 𝜆 =
12 +𝜆2

−𝑥 𝜆
similarly 𝑔 𝑥 = 𝑒 is 𝐺𝑠 𝜆 =
12 +𝜆2

Parseval’s Identity For Fourier Sine Transform

∞ ∞
2
න 𝐹𝑠 𝜆 𝐺𝑠 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋
0 0
∞ ∞
2 𝜆 𝜆 −𝑥 −𝑥
න 2 2 𝑑𝜆 = න 𝑒 𝑒 𝑑𝑥
𝜋 (1 + 𝜆 ) (1 + 𝜆 )
0 0

∞ ∞
2 𝜆2 −2𝑥 𝑑𝑥
න 𝑑𝜆 = න 𝑒
𝜋 1 + 𝜆2 2
0 0

∞ ∞
2 𝜆2 𝑒 −2𝑥
න 2 𝑑𝜆 =
𝜋 1 + 𝜆2 −2 0
0

2 𝜆2 𝑒 −∞ 𝑒 0
න 2 𝑑𝜆 = −2 − −2
𝜋 1 + 𝜆2
0
We know that , 𝑒 −∞ = 0 and 𝑒 0 = 1

2 𝜆2 𝑒0
න 2 𝑑𝜆 = 0 − −2
𝜋 1 + 𝜆2
0

𝜆2 𝜋
න 2 𝑑𝜆 = 4
1 + 𝜆2
0
Replace 𝜆 by 𝑥

𝑥2 𝜋
න 2 𝑑𝑥 = 4
1 + 𝑥2
0
Ex. 4. Using Parseval’s Identity Prove that

−𝒂𝟐
𝐬𝐢𝐧 𝒂𝒙 𝝅 𝟏−𝒆
න 𝟐 𝟐 𝒅𝒙 =
𝒙 𝒂 +𝒙 𝟐 𝒂𝟐
𝟎

1 ; 𝑥 ≤𝑎
Solution: We know that Fourier Cosine transform of𝑓 𝑥 = ቊ is
0 ; 𝑥 >𝑎
sin 𝑎𝜆 −𝑎𝑥 𝑎
𝐹𝑐 𝜆 = similarly 𝑔 𝑥 =𝑒 is 𝐺𝑐 𝜆 =
𝜆 𝑎2+𝜆2

Parseval’s Identity For Fourier Cosine Transform

∞ ∞
2
න 𝐹𝑐 𝜆 𝐺𝑐 𝜆 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋
0 0
∞ 𝑎 ∞
2 sin 𝑎𝜆 𝑎
න 2 2 𝑑𝜆 = න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
𝜋 𝜆 (𝑎 + 𝜆 )
0 0 𝑎

∞ 𝑎 ∞
2𝑎 sin 𝑎𝜆 −𝑎𝑥 𝑑𝑥 + න 0 𝑒 −𝑎𝑥 𝑑𝑥
න 𝑑𝜆 = න 1 𝑒
𝜋 𝜆(𝑎2 + 𝜆2)
0 0 𝑎

∞ 𝑎
2𝑎 sin 𝑎𝜆 −𝑎𝑥
න 2 2 𝑑𝜆 = න 𝑒 𝑑𝑥
𝜋 𝜆(𝑎 + 𝜆 )
0 0
∞ 𝑎
2𝑎 sin 𝑎𝜆 𝑒 −𝑎𝑥
න 𝑑𝜆 =
𝜋 𝜆(𝑎 2 + 𝜆2) −𝑎 0
0
∞ 2
2𝑎 sin 𝑎𝜆 𝑒 −𝑎∗𝑎 𝑒 0 𝑒 −𝑎 1
න 2 2 𝑑𝜆 = − = +
𝜋 𝜆(𝑎 + 𝜆 ) −𝑎 −𝑎 −𝑎 𝑎
0


−𝑎2
sin 𝑎𝜆 𝜋 −𝑒 +1
න 2 2 𝑑𝜆 =
𝜆(𝑎 + 𝜆 ) 2𝑎 𝑎
0
Replace 𝜆 by 𝑥

−𝑎2
sin 𝑎𝑥 𝜋 1−𝑒
න 2 𝑑𝑥 =
𝑥(𝑎 + 𝑥) 2 𝑎2
0

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