Chapter 7

Fourier Transform Method

In this chapter, we delve into the Fourier transform and its application in solving
linear second-order partial differential equations on unbounded domains. Up until
now, we have focused on studying these equations solely on bounded domains with
specific boundary conditions. However, with the Fourier transform, we are able to
extend our problem-solving capabilities to unbounded domains. The Fourier trans-
form provides us with a remarkable tool to analyze functions defined on unbounded
domains, offering insights into their frequency components and facilitating the solu-
tion of differential equations, particularly partial differential equations.
This powerful technique is closely associated with the contributions of Joseph
Fourier, a renowned French physicist and mathematician whose pioneering work
paved the way for tackling linear PDEs in new and innovative ways.

7.1 Introduction
We will delve into the development of the Fourier transform from its roots in Fourier
series and its application in solving partial differential equations using the eigen-
function expansion method.

7.1.1 From Fourier series to Fourier transform

In the previous sections, we explored the Fourier series representation of a piecewise
continuously differentiable function f (x) defined on x2[¡L; L]. We demonstrated
that such a function can be elegantly expressed using trigonometric functions, namely

fcos(n!x); sin(n!x)g, where ! = L . By utilizing the Euler formula

ei = cos() + i sin();

we can equivalently represent the trigonometric Fourier series in its complex form
as follows:
X1
f (x) = Fn ei!nx; (7.1)
n=¡1

1
2 Fourier Transform Method

where the coefficients Fn are given by:

Z
1 L
Fn = f (x) e¡in!x dx: (7.2)
2L ¡L

These formulas are derived from the orthogonality property of the complex expo-
nential functions
Z L n (
1
in!x im!x
m
i L x ¡i L x n=m
hhe ;e ii := e e dx = 2L :
¡L 0 n=/m

In this context, we employ the complex version of the inner product hh;ii, defined as
Z b
hhf ; gii = f(x) g(x) dx;
a

where g (x) represents the complex conjugate of g(x), and the integration is over
the interval [a; b].
The concept of the Fourier series representation can be extended to functions
defined on an unbounded domain by introducing the Fourier transform. Starting
from the complex Fourier series representation of a function f (x) in [¡L; L], and
substituting (7.2) into (7.1), we can write
Z 1
!
1 L X
f (x) = f (z) ei(x¡z)n!L !L dz;
2 ¡L n=¡1


where !L = L . As L approaches infinity, and !L approaches zero, we interpret the
summation as an integral:
X1 Z L
lim e i(x¡z)n!L
!L = lim ei(x¡z)! d!;
L!1 L!1 ¡L
n=¡1
resulting in:
Z L
Z L

1
f(x) = lim f (z) e ¡i!z
dz ei!x d!:
2 L!1 ¡L ¡L

The inner integral in this expression is recognized as the Fourier transform of the
function f , denoted as F ff g, and defined as:
Z 1
F ff g = f (x) e¡i!x dx:
¡1

Note that the integral is taken over x, resulting in a function of !. For convenience,
we denote the transformed function as f^(!). Thus, we obtain the final result:
Z
1 1^
f (x) = f (!) ei!x d!:
2 ¡1

To ensure convergence of the integral for F ff g, we establish the integrability con-

dition for the function f (x).
7.1 Introduction 3

Theorem 7.1. Assume that a function f (x) is integrable over (¡1; 1), i.e.,
Z 1
jf (x)j dx < 1:
¡1

Then, f^(!) exists, and it is continuous with respect to !. Furthermore, the supremum
of jf^(!)j is finite, i.e.,
sup jf^(!)j < 1:
!

Proof. The existence of f^ is verified by the inequality:

Z 1 Z 1
¡i!x
f (x) e dx  jf (x)j dx < 1;
¡1 ¡1

ensuring that f^(!) converges for any !. To demonstrate continuity, let !0 be fixed,
and as ! approaches !0:
Z 1 Z 1 Z 1
lim f (x) e ¡i!x
dx = lim f (x) e ¡i!x
dx = f (x) e¡i!0x dx:
!!!0 ¡1 ¡1!!!0 ¡1

The passage of the limit inside the integral is allowed by the dominant convergence
theorem (see the appendix of this book). Hence,

lim f^(!) = f^(!0):

!!!0

The final claim is proved as follows:

Z 1 Z 1 Z 1
sup f (x) e ¡i!x
dx  sup f (x) e ¡i!x
dx  sup jf (x)j dx < 1;
! ¡1 ! ¡1 ! ¡1

confirming that the supremum of jf^(!)j is finite, and this completes the proof. 

The following theorem, known as the Fourier theorem states the convergence of
F ¡1 defined as:
Z
¡1 ^ 1 1^
F ff g = f (!) e¡i!x d!:
2 ¡1

Theorem 7.2. Let f (x) be an integrable function defined on (¡1; 1) and piecewise
continuously differentiable, with f 0(x) being a piecewise continuous function. Then,
the inverse Fourier transform, denoted as F ¡1ff^g, is equal to f (x) at continuity
points of f. However, at discontinuity points of f, the inverse Fourier transform is
given by:
f (x+) + f (x¡)
F ¡1ff^g =
2
where f (x+) and f (x¡) represent the right and left limits of f at x, respectively.
4 Fourier Transform Method

Example 7.1. Consider the function f (x) given by:

8
< p1 ¡1  x  1
f (x) = jxj :
:0 otherwise

This function is integrable:

Z 1
1
p dx = 4 < 1:
¡1 jxj
By the formula, we have
( ) Z L (Z Z L )
L
1 1 cos(!x) i sin(!x)
F p = lim p e¡i!x dx = lim p dx + p dx :
jxj L!1 ¡L jxj L!1 ¡L jxj ¡L jxj

1
Since the function p is even, the second integral at the right-hand side is zero,
jxj
and we can write:
( ) Z L
1 cos(!x)
F p = lim p dx:
jxj L!1 ¡L jxj

The figure below depicts the Fourier transform of the given function in ! 2 (¡30; 30)

0
-30 -20 -10 0 10 20 30

Even though, the function is not piecewise continuous, its inverse Fourier trans-
form F ¡1ff^g converges outside of the singular point x = 0 as shown below:

15

10

0
-1 -0.5 0 0.5 1
7.1 Introduction 5

Exercise 7.1. Show that if f (x) is an even function, F ff g is an even function in ! and real.
If f (x) is an odd function, F ff g is an odd function in ! and pure imaginary.

7.1.2 Fourier transform as frequency distribution

When we view a function f (x) as an electrical signal or a wave in time or space, its
Fourier transform f^(!) = F ff (x)g reveals the frequency components embedded in
the signal. For a function f (x) defined on x2[¡L; L], the frequency distribution is

discrete, characterized by the terms Fn ein!L x, where !L = L , and the magnitude Fn
is given by:
Z
1 L
Fn = f (x) e¡in!L x dx:
2L ¡L
As we move to functions defined on the entire real line (¡1; 1), this frequency
spectrum evolves into a continuous distribution over the !-domain.
To illustrate this, let's consider the function f (x) = cos(!0x). This function is
2
periodic with a period T0 = !0 and the angular frequency ! = !0. Thus, the signal
has a single periodic frequency component, which is !0. We expect that F fcos(!0x)g
will exhibit a spike at !0:
Z L
F fcos(!0x)g = lim cos(!0x) e¡i!xdx:
L!1 ¡L

ei!0x + e ¡i!0x
Using Euler's formula cos(!0x) = 2
, we obtain:
 
sin[(! ¡ !0)L] sin[(! + !0)L]
F fcos(!0x)g = lim + :
L!1 ! ¡ !0 ! + !0
The figure below depicts the graph of this Fourier transform for !0 = 1 for L = 20
and L = 40.
25 40

20 30
15
20
10
10
5

0 0

-5 -10
-4 -2 0 2 4 -4 -2 0 2 4

As observed, the spectrum or frequency distribution of the function cos(x)

exhibits a spike at the physical frequency ! = 1 and a non-physical (or purely math-
ematical) frequency at ! = ¡1, which becomes more pronounced as L approaches
infinity. Therefore, f^(!) = 0 for ! =
/ 1.
Now, let's compare this with the function f (x) = cos(2x). This function rotates
twice faster than cos(x). The function F fcos(2x)g exhibits spikes at ! = 2, and
! = ¡2.
6 Fourier Transform Method

20 40

15 30

10 20

5 10

0 0

-5 -10
-4 -2 0 2 4 -4 -2 0 2 4

Now, consider an electrical or mechanical signal composed of various sub-signals

with different angular frequencies:

f (x) = c1 cos(x) + c2 co(2x) +


+ cn cos(nx):

The function F ff (x)g has spikes at physical frequencies ! = 1; 2; :::; n weighted

by the values c1; c2; :::; cn. The figure below depicts the function f (x) = cos(x) +
2 cos(2x) ¡ 2 cos(3x), and its Fourier transform. It is observed that F ff (x)g has
spikes at ! = 1; 2; 3 with weights 1; 2; ¡2:

3 100

2
50
1

0 0

-1 -50
-2
-100
-3

-4 -150
-5 0 5 -4 -2 0 2 4

In general, a function f (x) can have a continuous distribution of angular fre-

quencies !, which is commonly represented as its frequency spectrum f^(!) using
the Fourier transform F . The inverse Fourier transform allows us to retrieve f (x)
from its frequency spectrum through the formula
Z 1
1
f (x) = f^(!) ei!x d!:
2 ¡1

In physics and engineering contexts, it is often convenient to use the notation !=2f
and express the inverse Fourier transform as:
Z 1
f (x) = f^(!) ei2fx df :
¡1

However, this notation may lead to confusion, as we typically denote our function
by f (x).
7.1 Introduction 7

Exercise 7.2. Let's compare the frequency spectrum of two functions f1(x) = e¡0.2jxj cos(x)
and f2(x) = e¡0.2jxj cos(2x). The function f2 changes twice faster than f1. Draw these two
functions in x-domain. Now draw the functions f^1(!) and f^2(!) and explain what you observe.
You can use the following code:
x=-10:0.01:10;
f1=@(x) exp(-abs(x)/5).*cos(x);
f2=@(x) exp(-abs(x)/5).*cos(2*x);
subplot(1,2,1)
plot(x,f1(x))
subplot(1,2,2)
plot(x,f2(x))
figure()
w=-2:0.01:2;
fw1=2*integral(@(x) f1(x).*cos(w.*x),0,40, ...
'ArrayValued',true);
subplot(1,2,1)
plot(w,fw1);
w=-3:0.01:3;
fw2=2*integral(@(x) f2(x).*cos(w.*x),0,40, ...
'ArrayValued',true);
subplot(1,2,2)
plot(w,fw2)
Explain why we used in the above code the integral
Z 40
2 f1(x) cos(!x) dx;
0
instead of the integral Z 40
f1(x) e¡i!x dx:
¡40

Your figures should be like the following ones:

1 1

0.5
0.5

0
0

-0.5
-0.5
-10 -5 0 5 10 -10 -5 0 5 10

6 6

5 5

4 4

3 3

2 2

1 1

0 0
-2 -1 0 1 2 -4 -2 0 2 4

Exercise 7.3. The function f (x) = 1 is not integrable. Its Fourier transform is
Z L
2sin(!L)
F f1g = lim e¡i!x dx = lim :
L!1 ¡L L!1 !
Plot this function for different values of L. What do you observe at ! = 0? The function f (x) = 1
is the limiting function of cos(!0x) when !0 approaches 0. Compare this result to the Fourier
transform of cos(!0x) when !0 ! 0.
8 Fourier Transform Method

Exercise 7.4. If f(x) is an odd function, show that F ff g is an odd and pure imaginary
function in !-domain. Let f (x) = sin(!0 x). This function is not integrable. Plot the imaginary
part of F fsin(!0x)g. What do you observe at !0 and ¡!0? Use the following code in Matlab
to draw F fsin(!0x)g.
w0=1;%you can change this value
w=-4:0.01:4; %you can change this interval
xinf=50% you can change this value
fw=integral(@(x) sin(w0*x).*sin(w.*x),-xinf,xinf,'ArrayValued',true);
plot(w,fw)

7.1.3 Eigenfunction expansion method

The Eigenfunction expansion method for problems on unbounded domain can be
illustrated by considering the heat equation defined on x 2 (¡1; 1):

ut = kuxx
:
u(x; 0) = f (x)

While there are no boundary conditions specified in this problem, we assume that
the solution u(x; t) is integrable to guarantee the existence of the Fourier transform
u^(!; t). We then write the solution u(x; t) as the following integral:
Z
1 1
u(x; t) = u^(!; t) ei!x d!; (7.3)
2 ¡1

where u^(!; t) is an undetermined function. This representation is analogous to how

we expressed
 solutions
¡ n
using
¡ n
eigenfunctions fe
in!L x
g or equivalently, trigonometric
functions cos L x ; sin L x for boundary value problems defined on a bounded
domain (¡L; L).
To determine u^(!; t), we substitute the integral (7.3) into the heat equation
ut = kuxx and obtain the ordinary differential equation:

u^t(!; t) = ¡k! 2 u^(!; t):

This differential equation is with respect to time t, and it can be solved as:
2
u^(!; t) = C(!) e¡k! t;

where C(!) is an arbitrary function with respect to !. The specific form of C(!) will
be determined by the initial condition u(x; 0)= f (x) through the Fourier transform:
u^(!; 0) = f^(!). Thus, we obtain u^(!; t) = f^(!) e¡k! t. Consequently, the integral
2

solution for u(x; t) is retrieved by the inverse Fourier transform:

u(x; t) = F ¡1ff^(!) e¡k! tg:

2
(7.4)

This solution can be represented in integral form as:

Z
1 1^ 2
u(x; y) = f (!) e¡k! t ei!x d!: (7.5)
2 ¡1
7.2 Fourier transform of important functions 9

Now, let's compare this integral solution to the series solution of the same heat
problem defined on the interval [¡L; L]:
8
>
> ut = kuxx ¡L < x < L
>
<
u(¡L; t) = u(L; t)
:
>
> ux(¡L; t) = ux(L; t)
>
: u(x; 0) = f (x)

The solution to this problem in complex form and in terms of the eigenfunctions

fein!xg for ! = L is given as:
1
X 2!2 t
u(x; t) = Fn e¡kn L ein!L x:
n=¡1

It turns out that when L ! 1, this solution converges to the integral solution (7.5).
Problem 7.1. Consider the following heat problem

ut = uxx + h(x)
:
u(x; 0) = 0

Assume that h is integrable. Find an integral solution to this problem.

7.2 Fourier transform of important functions

In this section, we will review the Fourier transform of some important functions
that will be useful in solving heat and wave equations on unbounded domains in the
future examples. We will examine the Fourier transform of commonly encountered
functions, which will aid us in finding integral solutions and understanding the
behavior of these functions under Fourier transformation.

7.2.1 Pulse or rectangle function

Consider the following function:

1 ¡a < x < a
f(x) = ;
0 otherwise

where a > 0 is a constant. By definition of the Fourier transform, we have

Z a
2 sin(a!)
F ff g = e¡i!x dx = :
¡a !

In particular, when a = 1, the transform function is f^(!) = 2 sinc(!) for the sinc
sin(z)
function: sinc(z) = z .
10 Fourier Transform Method

1.5

0.5

-0.5
-20 -10 0 10 20

2 sin(a!)
Now, let's investigate the inverse Fourier transform of !
. The expression
for the inverse transform is given as:
  Z
¡1 2sin(a!) 1 1 sin(a!)
F = cos(!x) d!:
!  ¡1 !
The figure below depicts the inverse transform with integration over intervals ! 2
(¡01; 10) and ! 2 (¡50; 50):

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0

-0.2 -0.2
-4 -2 0 2 4 -4 -2 0 2 4

If a approaches 1, the function f (x) approaches the constant function f  1.

Even though the constant function f  1 is not integrable, we can write
2 sin(a!)
F f1xg = lim :
a!1 !
It can be shown that the limiting function at the right hand side is a the Dirac delta
function.
Problem 7.2. Show first the equality
Z 1
sin(az)
dz = :
¡1 z
Now, let f be a continuous function and integrable. Show the relation
Z 1
sin(az)
lim f (z) dz = f (0):
a!1 ¡1 z

Now, with these results, we can symbolically write:

F f1xg = 2(!):
7.2 Fourier transform of important functions 11

Note also that Z 1

¡1 1
F f2(!)g = 2(!) ei!x d! = 1x:
2 ¡1

Using the inverse transform formula, we can find the transform of the function
sin(ax)
f (x) = x . We have
Z 1 
sin(a!) i!x  ¡a < x < a
e d! =
¡1 ! 0 otherwise
Changing ! ! x and x ! ¡!, we obtain
Z 1 
sin(ax) ¡i!x  ¡a < ! < a
e dx = ;
¡1 x 0 otherwise
and thus   
sin(ax)  ¡a < ! < a
F = :
x 0 otherwise
The function at the right-hand side represents a low-pass filter in the frequency
domain. This filter allows low frequencies to pass through and filters out high fre-
quencies in a given function. Such filters are commonly used in signal processing
and communication systems to eliminate unwanted noise and interference while
preserving essential information.
Exercise 7.5. Consider the function
(
1
¡a < x < a
fa(x) = 2a ;
0 otherwise
for a > 0. Let a approaches 0, find F ffa(x)g. What is limiting function fa(x) when a ! 0?

7.2.2 Exponential functions

Let f be given by: fa(x) = e¡a jxj; a > 0. This function is integrable and continuously
differentiable everywhere except x = 0. By definition of the Fourier transform, we
have Z 1 Z 0 Z 1
¡ajxj ¡i!x 2a
F ffa(x)g = e e dx = e(a¡i!)x
+ e¡(a+i!)x = 2 :
¡1 ¡1 0 a + !2
The figure below illustrates the reconstruction of fa(x) for a = 1 by its Fourier
transform:

0.8

0.6

0.4

0.2

0
-2 -1 0 1 2
12 Fourier Transform Method

When a approaches zero, fa(x) approaches the constant function f  1. Then,

we expect that F ffa(x)g approaches the Dirac delta function 2(!).
Problem 7.3. Show first that Z 1
a
2 + x2
dx = ;
¡1 a
for any a > 0. Let h(x) be a continuous function which is zero outside an interval (¡R; R) for
some R > 0. Show the following relation
Z 1
ah(x)
lim dx = h(0):
a!0 ¡1 a2 + x2

Exercise 7.6. Use the inverse Fourier transform and show the following relation
Z 1
cos(ax) 
dx = e¡jaj:
0 1+x 2 2

Exercise 7.7. Use the inverse Fourier transform and show the relation
 
1 
F 2 = e¡aj! j:
a + x2 a

Exercise 7.8. The function given by


1 x>0
f (x) =
¡1 x < 0
(
e ¡"x x > 0
is not integrable. The function f(x) is the limiting function of f"(x) = ¡e"x x < 0
. Find F ff"g
and let " approaches zero.
1
Problem 7.4. Let ga(x) = 2 afa(x). Show that ga(x) is a Dirac delta sequence function, i.e.,
Z a
lim ga(x) h(x) dx = h(0);
a!1 ¡a

for any continuous function h(x) which vanishes outside an interval (¡R; R) for some R > 0.

7.2.3 Gaussian function

The Gaussian function shows itself in several fields of pure and applied sciences. One
of its beauty is that the Fourier transform of a Gaussian function is a Gaussian. Let
2
f (x) be given by: f (x) = e¡ax . Its Fourier transform is:
Z 1 !2
Z 1  i! 2
¡ax2 ¡ax2 ¡i!x ¡ 4a ¡a x¡ 2
F fe g= e e dx = e e dx:
¡1 ¡1

The last integral in the above equality is

Z 1  i! 2 r
¡a x¡ 2 
e dx = ;
¡1 a
and thus r
¡ax2  ¡ !4a2
F fe g= e :
a
1
In particular, if a = 2 , we obtain
n x2 o
¡ p ¡
!2
F e 2 = 2 e 2 :
7.2 Fourier transform of important functions 13

Exercise 7.9. Show the relation

2 1 ¡
x2
F ¡1fe¡t! g = p e 4t ;
4t
for t > 0. Show also the equality
Z 1
1 ¡
x2
p e 4t dx = 1:
¡1 4t
x2
1 ¡ 4t
Furthermore, show that the function ft(x) = p e is a Dirac delta sequence function for
4t
t ! 0, i.e., for any continuous function h(x) vanishing outside an interval (¡R; R) for some
R > 0, it satisfies the relation Z 1
lim ft(x) h(x) dx = h(0):
t!0 ¡1

7.2.4 Dirac delta function

Recall that the Dirac delta function (x) is defined by the relation:
Z 1
h(x) (x) dx = h(0);
¡1

for any continuous and bounded function h. The Dirac delta function plays a fun-
damental role in the theory of Fourier transform and is essential for solving linear
partial differential equations using Fourier transform. It acts as a distribution and
has many important properties, including the shifting property:
Z 1
h(x) (x ¡ x0) dx = h(x0):
¡1

Additionally, we can define the Dirac delta function sequence as follows: A sequence
of functions n(x) is called a Dirac delta sequence if for any continuous and bounded
function h, we have: Z a
lim h(x) n(x) dx = h(0):
n!1 ¡a

The Dirac delta function sequence is used to approximate the Dirac delta function
(x) for a continuous function h. By considering the limit of the Dirac delta sequence
as n approaches infinity, we can define the Dirac delta function as:
(x)= lim n(x):
n!1

Exercise 7.10. Prove that the following functions are Dirac delta sequences:
a) The sequence
(
n 1 1
¡n < x < n
n(x) = 2 :
0 otherwise
b) The sequence
8
> 1
< n x + n ¡n < x < 0
2
>
n(x) = ¡n2x + n 0 < x < 1
>
> n
:
0 otherwise
14 Fourier Transform Method

The Fourier transform of the function f (x) = (x ¡ x0) is defined as

Z 1 Z 1
¡i!x ¡i!x0
F f(x ¡ x0)g = (x ¡ x0) e dx = e (x ¡ x0) dx = e¡i!x0:
¡1 ¡1

In particular, if x0 = 0, then F f(x)g = 1!. On the other hand, by the definition of

the inverse Fourier transform, we have
Z L
1 1 sin(xL)
¡1
F f1! g = lim ei!x d! = lim :
2 L!1 ¡L  L!1 x
1 sin(nx)
The sequence  x
is a Dirac delta sequence for L ! 1, and thus:
F ¡1f1! g = (x):
1 sin(nx)
Exercise 7.11. Show that the sequence of functions  x
is a Dirac delta sequence.

Problem 7.5. A function f (x) is called self-dual if f^(!) = f (!). For this reason, and to make
a balance between F and F ¡1, some textbooks change the definitions as follows:
Z 1
1
F ff (x)g = p f (x) e¡i!x dx;
2 ¡1
and Z 1
^ 1
F ff (!)g = p
¡1 f^(!) ei!x d!:
2 ¡1
p x2
¡
It is simply seen that f (x) = 2 e 2 is a self-dual function with the above definitions as:
np x2
o p !2
¡ ¡
F 2 e 2 = 2 e 2 = f (!):

Consider the function defined as:

1
X
p
f (x) = 2 (x ¡ 2n):
n=¡1

Show that its Fourier transform with respect to the balanced form of F is:
sin[(2n + 1)!]
f^(!) = lim :
n!1 sin(!)
Draw this function for some values of n and explain what you observe at n 2 Z. We can show
that the function at these point behave like a Dirac delta function. Fix n = n0 and assume that
h is function continuous in the interval (n0 ¡ "; n0 + ") for small " > 0 and zero outside of this
interval. Show the relation
Z n0 +"
sin[(2n + 1)!]
lim h(x) = h(n0):
n!1 n0 ¡" sin(!)
^
P1 implies that f (!) behaves like a Dirac delta sequence function at ! = n 2 Z. The function
This
n=¡1 (x ¡ 2n) is self-dual with respect to the unbalanced form of F.

7.2.5 Trigonometric sine and cosine functions

Consider the function f (x) = cos(!0x). As we saw above, its Fourier transform is
 
sin[(! ¡ !0)L] sin[(! + !0)L]
F fcos(!0x)g = lim + :
L!1 ! ¡ !0 ! + !0
7.2 Fourier transform of important functions 15

sin[(! ¡ !0)n] sin[(! + !0)n]

On the other hand, the sequences (! ¡ !0)
and (! + !0)
are Dirac delta sequence
functions and approach (! ¡ !0) and (! + !0) respectively. Therefore, we obtain:

F fcos(!0x)g = (! ¡ !0) + (! + !0):

These are two spikes at physical frequencies !0 and ¡!0 that we discussed in the
previous section.
Exercise 7.12. Calculate the inverses F ¡1f(! ¡ !0)g, and F ¡1f(! + !0)g and conclude
1
F fcos(!0x)g = f(! ¡ !0) + (! + !0)g:
2
This is depicted in the figure below:

(! + !0) (! ¡ !0)

!
¡!0 !0
Find the Fourier transform F fsin(!0 x)g and draw its imaginary part in !-domain.
Exercise 7.13. Show the relation
F fsin(!0x)g = i(! ¡ !0) ¡ i(! ¡ !0):

7.2.6 Fourier transform of semi-bounded functions

For functions defined on [0; 1) instead of (¡1; 1), we can either use the odd or
even extension of f for F ff (x)g. This in particular is important to solve linear
partial differential equations defined on semi-bounded domains.
Let f (x) be a function defined on [0; 1). Defining the odd extension:

f (x) x>0
fo = ;
¡f (¡x) x < 0
we can write F ffog as:
Z 1 Z 1
F ffog = ¡i fo(x) sin(!x) dx = ¡2i f (x) sin(!x) dx:
¡1 0

This is called the Fourier sine transform while its imaginary part is called the Fourier
sine integral Z 1
Fs ff (x)g := f^s(!) = f (x) sin(!x) dx:
0

Note that f^s(!) is an odd function and f^s(0) = 0. By the inverse Fourier transform,
we have Z
^ 1 1^
¡1
fo(x) = F f¡2i fs(!)g = f (!) sin(!x) d!:
 ¡1 s
16 Fourier Transform Method

Therefore, we can express the function f (x) defined on x 2 [0; 1) as the integral:
Z
1 1^
f (x) = fs(!) sin(!x) d!;
 ¡1

where f^s is the Fourier sine integral of f .

The Fourier cosine transform is defined similarly. The even extension of a func-
tion f (x), x 2 [0; 1) is defined as:

f (x) x > 0
fe(x) = ;
f (¡x) x < 0
and thus:
Z 1
F ffe(x)g := 2 f (x) cos(!x) dx:
0

The Fourier cosine integral is defined as:

Z 1
Fc ff (x)g = f^c(!) = f (x) cos(!x) dx:
0

Note that f^c(!) is an even function in ! and fc0(0) = 0. Therefore, a function f (x)
which is defined on the domain [0; 1) can be expressed as:
Z
1 1^
f (x) = f (!) cos(!x) d!;
 ¡1 c

where f^c(!) is the Fourier cosine of f (x).

Example 7.2. Consider the function f (x) = e¡x for x 2 [0; 1). The following figure
shows its Fourier sine and cosine integrals integrated over ! 2 [¡10; 10]:

1
0.5

0 0.5

-0.5
0
-10 -5 0 5 10 0 1 2 3

1 1

0.5 0.5

0 0
-10 -5 0 5 10 0 1 2 3
7.3 Properties of Fourier transform 17

The Fourier sine integral is simply derived as:

Z 1
!
f^s(!) = e¡x sin(!x) dx = ;
0 1 + !2
and the Fourier cosine integral as:
Z 1
^ 1
fc(!) = e¡x cos(!x) dx = :
0 1 + !2

Exercise 7.14. Use the above results and determine the value of following integrals:
Z 1 Z 1
cos(x) x sin(x)
dx; dx:
0 1 + x 2
0 1 + x2
2
Exercise 7.15. Draw the Fourier sine and cosine integrals of the function f (x) = e¡x define
din x 2 [0; 1). You can use the following code in Matlab:
w=-10:0.01:10;% The range of plot of $\hat{f}_s$
X=40;%Interval for integration over x
fw=integral(@(x) exp(-x.^2).*sin(w.*x),0,X, ...
'ArrayValued',true);
plot(w,fw)

7.3 Properties of Fourier transform

7.3.1 Linearity
The Fourier transform is a continuous linear integral transformation that allows us
to analyze the frequency components embedded in a given function. In particular,
for any integrable functions f1 and f2, and any constants c1 and c2, the Fourier
transform satisfies the linearity property:
F fc1 f1 + c2 f2g = c1 f^1(!) + c2 f^2(!):
This means that the Fourier transform of the linear combination of two functions is
equal to the corresponding linear combination of their individual Fourier transforms.
In other words, the frequency components present in the sum c1 f1 + c2 f2 are equal
to the sum of the frequency components in f1 and f2, weighted by their respective
constants c1 and c2. This property makes the Fourier transform a powerful tool for
analyzing the linear systems.
Problem 7.6. Prove that if f1 and f2 are integrable, then c1 f1 + c2 f2 is for any constant c1; c2.
Exercise 7.16. Consider the function

1 x>0
u(x) = :
0 x<0
1
Write u(x) as u(x) = f (x) + 2 , where f (x) is the function
8
<1 x>0
f (x) = 2 1 :
: ¡ x<0
2
18 Fourier Transform Method

Show that  
1 1
F ff (x)g = ;F = (!);
i! 2
and thus
1
F fu(x)g = + (!):
i!

7.3.2 Shift in frequency

Let f (x) be a function with frequency distribution f^(!). This frequency distribution
is shifted around the point !0 if f is multiplied by cos(!0x). This is simply verified
by the following calculation:
Z Z
1 1
F ff (x) cos(!0x)g = f (x)e i!0x ¡i!x
e + f (x)e¡i!0x e¡i!x:
2 R 2 R

The first integral is just f^(! ¡ !0) and the second one is f^(! + !0), and finally
1 1
F ff (x) cos(!0x)g = f^(! ¡ !0) + f^(! + !0):
2 2
Frequency modulation is one of the most important applications of this property.
It allows us to efficiently transmit data from different users along the same cable
by allocating specific frequency bands to each user's data. By multiplying each
data stream fk(t) by cos(k!0t), the frequency band of each user's data is shifted to
! = k!0, as shown in the figure below:

!
!0 2!0 3!0 4!0
This modulation technique ensures that each user's data occupies a unique fre-
quency band, preventing interference and enabling simultaneous transmission of
multiple data streams through the same cable. It is widely used in various commu-
nication technologies, including wireless communication, radio broadcasting, and
digital signal processing.
Exercise 7.17. Show the following relation
 
cos(!0x) 
F = fe¡j! ¡!0j + e¡j!+!0jg;
1 + x2 2
and conclude Z 1
cos(x) 
dx = e¡1:
0 1+x 2
2

Exercise 7.18. A band pass filter is constructed by the function

2 sin(ax)
f (x) = cos(!0x):
x
for a = 1, find !0 such that the filter passes all frequencies in the range [99; 101].

7.3.3 Shift in spatial variable x

For a function f (x) with the frequency distribution f^(!), the Fourier transform of
f (x ¡ x0) is
F ff (x ¡ x0)g = e¡i!x0 f^(!):
7.3 Properties of Fourier transform 19

In particular, if F f(x)g = 1, then F f(x ¡ x0)g = e¡i!x0. This property is the dual
of the previous one. Shift in x causes a phase in !, and phase in x causes a shift in !.

7.3.4 Convolution
Convolution is a fundamental operation in the analysis of linear systems, and it
arises naturally in the context of several fields of applied mathematics, engineering
and physics. The convolution between two functions f (x) and g(x) defined on the
real line (¡1; 1) is defined as:
Z 1
(f  g)(x) = f (y) g(x ¡ y) dy:
¡1

This operation combines two functions into a new function, and it can be thought of
as a weighted average of the two functions, where the weighting is determined by
the function g(x ¡ y) as y ranges over the entire real line. The convolution operation
is commutative, meaning that f  g = g  f . It is also associative and distributive
over addition.
This special integral operation naturally arises from the analysis of linear sys-
tems. Consider a linear system S with the response h(x) to the impulse (x). This
response h(x) is called the impulse response of the system. It describes how the
system reacts to an impulse input at time x = 0.

(x) h(x)
S

The system is called translation-invariant if its response to the shifted input

(x ¡ y) is h(x ¡ y). This property means that the behavior of the system does
not change with respect to time shifts in the input signal. In other words, a delay
or shift in the input signal results in a corresponding delay or shift in the system's
response, represented by the function h(x ¡ y):

(x ¡ y) S h(x ¡ y)
Translation
Invariant

Now, let's consider the input to the system, denoted as f (x). The function f (x)
can be expressed in the integral form as:
Z 1
f (x) = f (y) (x ¡ y) dy;
¡1

or equivalently as a Riemann sum as:

1
X
f (x) = lim f (yk) k(x ¡ yk)
yk:
n!1
k=¡n

In this form, we can see that the input f (x) is represented as a summation of shifted
impulses (x ¡ yk) multiplied by weights f (yk)
yk. A system is linear if its response
to the summation is a summation as:
20 Fourier Transform Method

n n
X
X
f (yk) k(x ¡ yk)
yk f (yk) hk(x ¡ yk)
yk
k=¡n S k=¡n
Translation
Invariant

Therefore, the response of a linear translation-invariant system with impulse

response h(x) to an input f (x) is given by the convolution integral:
Z 1
(f  h)(x) = f (y) h(x ¡ y) dy:
¡1

This integral can be challenging to compute directly, but the Fourier transform
provides an elegant method to solve this convolution integral. The property of the
Fourier transform F states that the transform of a convolution of two functions is
the product of their individual transforms:
F ff  gg = F ff g F fg g;
for any two functions f ; g with the Fourier transforms f^; g^ respectively. This
property allows us to simplify the convolution integral and express the response of
the system to an input as the product of their individual Fourier transforms. This
property is particularly useful in simplifying calculations and solving differential
equations through Fourier transforms.

Proof. Let f and g be two functions with Fourier transforms F ff g and F fgg. We
have Z Z 
1 1
F ff  gg = f (y) g(x ¡ y) dy e¡i!x dx:
¡1 ¡1

Using the Fubini theorem, and changing the order of integrals, we obtain
Z 1 Z 1 
¡i!x
F ff  gg = f(y) g(x ¡ y) e dx dy:
¡1 ¡1

The internal integral can be written by the substitution z = x ¡ y as:

Z 1 Z 1
¡i!x ¡i!y
g(x ¡ y) e dx = e g(z) e¡i!z dz;
¡1 ¡1
and thus
Z 1
 Z 1

¡i!y ¡i!z
F ff  gg = f (y) e dy g(z) e dz = F ff g F fg g;
¡1 ¡1

and this completes the proof. 

Exercise 7.19. Use the convolution property and determine the inverse Fourier transform:
( )
¡t! 2
e
F ¡1 ;
1 + !2
where t > 0 is a constant.
Exercise 7.20. Show the relation:
1
F ¡1fcos(!ct)g = f(x ¡ ct) + (x + ct)g;
2
7.3 Properties of Fourier transform 21

and conclude:
1
F ¡1ff^(!) cos(c!t)g = ff (x ¡ ct) + f(x + ct)g:
2
Problem 7.7. Show the relation:
1 ^
F ff (x) g(x)g = f (!)  g^(!):
2
This equality justifies the fact that multiplication in x-domain result sin the convolution in !-
domain, and convolution in x-domain results in the multiplication in !-domain.
Problem 7.8. If f and g are integrable functions, prove that the integral f  g converges.

7.3.5 Differentiation and integration

Let f (x) be an integrable function and differentiable with the derivative f 0(x). The
Fourier transform F ff 0(x)g is given by

F ff 0g = i! f^(!): (7.6)
This is simply seen by the direct calculation:
Z 1 1 Z 1
0
F ff (x)g = f 0(x) e¡i!x dx = f(x) e¡i!x + i! f (x) e¡i!x dx:
¡1 ¡1 ¡1

Since f is integrable, it vanishes at x ! 1, and thus:

F ff 0(x)g = i!F ff (x)g:
In a similar manner, we obtain the formula:
F ff 00(x)g = i!F ff 0(x)g = ¡! 2f^(!);
as long as f is a twice differentiable function and F ff (x)g exists.
This property is specially useful to solve linear second-order differential equa-
tions. For example, consider the following heat problem:

ut = uxx
:
u(x; 0) = f (x)
By taking Fourier transform of the problem with respect to the spatial variable x,
we arrive at the following ordinary differential equation:
(
u^t(!; t) = ¡! 2 u^(!; t)
;
u^(!; 0) = f^(!)

as long as F ff (x)g exists. This first-order ODE can be solved for u^(!; t), and thus
u(x; t) can be retrieved by the inverse Fourier F ¡1.
Now, let F (x) be an anti-derivative of f (x):
Z x
F (x) = f (t) dt:
¡1

If f (x) be an integrable function, then we have

F fF 0(x)g = F ff (x)g = f^(!):
22 Fourier Transform Method

On the other hand, we have

F fF 0(x)g = i!F fF (x)g;
and thus Z 
x
1
F f (t)dt = F ff (x)g: (7.7)
¡1 i!
Problem 7.9. In one of previous exercises, we obtained the formula
1
F fu(x)g = + (!):;
 i!
where u(x) = 1 x>0
0 x<0
. Show the relation
Z x
u(x) = (t) dt:
¡1

On the other hand, if we use the formula (7.7), we have

1 1
F fu(x)g = F f(x)g = :
i! i!
What is wrong here? Show that if we use the inverse Fourier transform, the relation F fu(x)g =
1
i!
can not be true as we should have:
u(0+) + u(0¡) 1
F ¡1fu^(!)g = =
2 2

7.3.6 Multiplication by x
If the function g(x) = xf (x) is integrable, and if f^(!) is differentiable, we have:

d f^(!)
F fxf (x)g = i :
d!
This demonstrates a duality between f 0 and F ff 0g on one side and xf and F fxf g
on the other side.
The following theorem provides us with a sufficient condition for the differentia-
bility of f^(!). The proof is given in the appendix to this chapter.
Theorem 7.3. Assume that f (x) is an integrable, and piecewise continuously dif-
ferentiable function. Moreover, assume that there is R > 0 such that the function
f (x) decay sub-exponentially outside x 2 (¡R; R), i.e., there are some ; > 0 such
that jf (x)j < e¡ jxj , for jxj > R. Then f^(!) is continuously differentiable.
Exercise 7.21. Show the following relation
n o
x
F = ¡ie¡j! j sign(!):
1+x 2

7.3.7 Expansion and shrinking

Consider an integrable function f (x), and let a > 0 be a constant. If 0<a<1, the
function f (ax) stretches in the x-domain, and if a>1, the function shrinks in the
x-domain. This behavior is reflected in the Fourier transform of f (ax) as follows:
Z 1 Z  
1 1 1 !
F ff (ax)g = f (ax) e ¡i!x
dx = f (y) e¡i!y/a dy = f^ :
¡1 a ¡1 a a
7.3 Properties of Fourier transform 23

Hence, if a>1, the Fourier transform F ff (ax)g stretches in the !-domain, while if
0<a<1, F ff (ax)g shrinks in the !-domain.
The interpretation of this behavior lies in the frequency spectrum of F ff (ax)g,
which represents the angular frequency components present in the function f (ax).
The frequency spectrum indicates how fast or slow a function changes periodically.
When a function shrinks in the x-domain (a>1), it undergoes faster changes, leading
to a wider frequency spectrum. In contrast, for 0<a<1, the function changes more
slowly, resulting in a narrower frequency spectrum that predominantly covers low
frequencies.
sin(x)
For instance, the figure below illustrates the graphs of functions f (x) = x and
f (2x). We can observe how f (2x) is contracted around x = 0:
1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0

-0.2 -0.2

-0.4 -0.4
-10 -5 0 5 10 -10 -5 0 5 10

The figure below depicts the Fourier transforms F ff (x)g and F ff (2x)g, and
as can be seen, F ff (2x)g is wider than F ff (x)g:
3.5

3 1.5
2.5

2 1
1.5

1 0.5
0.5

0 0
-0.5
-2 -1 0 1 2 -4 -2 0 2 4

Additionally, this behavior is related to a fundamental concept known as the

uncertainty principle. As we saw, the shrinking in the x-domain results in the
expansion in the !-domain and vice versa. This expansion in !-domain introduces
uncertainty in measurement. Thus, when there is certainty in measuring a func-
tion f (x), corresponding to the shrinking in the x-domain, there will be uncertainty
in measuring f^(!), which is a consequence of the expansion of f^(!). Similarly, the
shrinking of f^(!) results in uncertainty in measuring f (x). This uncertainty prin-
ciple is a fundamental characteristic of the Fourier transform and has far-reaching
implications in various fields, including signal processing, quantum mechanics, and
more. In the problem set, we prove an important result of this principle.
24 Fourier Transform Method

7.3.8 Uncertainty principle

The shrinking and expansion property of the Fourier transform is deeply connected
to a fundamental concept known as the uncertainty principle. As we have observed,
when a function shrinks in the x-domain, it leads to an expansion in the !-domain
and vice versa. This expansion in the !-domain introduces uncertainty in the mea-
surement process. Hence, when there is high certainty in measuring a function f (x),
corresponding to the shrinking in the x-domain, there will be greater uncertainty
in measuring f^(!), a result of the expansion of f^(!) in the frequency domain.
Conversely, the shrinking of f^(!) results in uncertainty in measuring f (x).
This uncertainty principle is a fundamental characteristic of the Fourier trans-
form and has significant implications in various fields, including signal processing,
quantum mechanics, and more. It fundamentally describes the trade-off between the
certainty in the time or spatial domain and the certainty in the frequency domain.
To quantify the dispersion or spread of a function f around x = 0, we define the
dispersion of f as: Z 1 1/2
1
D(f ) = p jxf (x)j2 ;
E(f ) ¡1
provided that both integrals exist. A similar definition holds for D(f^), the dispersion
of f^(!) around ! = 0. These definitions closely resemble the definition of standard
variation in probability theory.
Theorem 7.4. As long as D(f ) and D(f^) are bounded, the uncertainty principle
establishes the following inequality:
1
D(f ) D(f^)  :
2

This principle clearly indicates that the more certainty we have about the local-
ization of a function in the time or spatial domain (i.e., higher concentration around
x = 0), the less certainty we will have about its localization in the frequency domain
(i.e., f^(!) will be more spread out around ! = 0), and vice versa. This inherent trade-
off is why the inequality is termed the uncertainty principle. For a simple proof of
the theorem, please refer to the problem set.

7.3.9 Energy and Plancherel theorem

In physics and engineering, the energy of a function f (x) is defined as the integral:
Z 1
E(f ) = jf (x)j2 dx;
¡1

as long as the integral is bounded. The Plancherel theorem establishes a fundamental

relationship between the energy of f (x) and the energy of its Fourier transform,
f^(!).
Theorem 7.5. (Plancherel) Assume that f (x) is square integrable function. Then
the following relation holds
E(f^) = 2E(f ): (7.8)
7.3 Properties of Fourier transform 25

This powerful theorem states that the energy of the Fourier transform, f^(!),
is equal to 2 times the energy of the original function, f (x). Consequently, any
filtration of f^(!) will directly impact the original function f (x).

To illustrate this theorem, let's consider the function f (x)=e¡jxj. By applying

the Plancherel theorem, we find that E(f )=1. Furthermore, after calculating
  the
Fourier transform of f (x), which is f^(!)=
2 2
2 , we determine that E
1+! 2 = 2. 1+!
In the graph of f^(!), we observe the interval [¡1.838; 1.838], which contains 95
percent of the energy of f^(!). Engineers often use this cutoff value to reconstruct
an approximate function f~(x) from the original function f (x).

f̂(ω)
2

ω
−4 −3 −2 −1 1 2 3 4

The reconstruction f~(x) can be defined as:

Z
~ 1 1.838 ^
f (x) = f (!) ei!x d!:
2 ¡1.838

Similarly, a higher frequency band for f^(!) will result in a more accurate reconstruc-
tion of f (x). This technique plays a crucial role in various applications, including
digital communication and signal processing, where obtaining an accurate representa-
tion of the original signal is essential. The graph depicts the results of reconstructions
f0.95 and f0.99 using the !-interval [¡3.373; 3.373] for the latter. As evident, the
broader frequency band results in a more precise reconstruction.
1. 0
e −x
0. 8 f0. 99
0. 6
0. 4 f0. 95

0. 2

−3 −2 −1 1 2 3

Exercise 7.22. Use Plancherel theorem and prove

8
Z 1 < a
a<b
sin(ax) sin(bx) 2
= :
0 x2 : b
b<a
2
Hint: use the relation
  
sin(ax)  ¡a < ! < a
F = ;
x 0 otherwise
for any a > 0.
26 Fourier Transform Method

Problem 7.10. Suppose f ; g are real admissible functions.

a) Use the relation:
1 ^
F ff (x)g(x)g = f (!)  g^(!):
2
and prove the following relation
Z 1 Z
1 1^
f (x)g(x)dx = f (!) g^(!) d!:
¡1 2 ¡1
This proves the Plancherel theorem.
Z 1 Z
1 1 ^
jf (x)j dx =
2
jf (!)j d!:
¡1 2 ¡1

7.3.10 Nyquist-Shannon rate

The Nyquist-Shannon theorem plays a crucial role in digital signal processing, par-
ticularly when transmitting electrical signals over transmission lines. In practical
applications, we often transmit a sampled signal (digital signal) rather than the
continuous function f(t) itself. To reconstruct the original signal at the destina-
tion without any loss of information, the sampling rate should satisfy the Nyquist-
Shannon rate.
Assuming that the signal f (t) has a bounded frequency band, i.e., ¡!0 ! !0,
Nyquist and later Shannon showed that the original function can be accurately
!
reconstructed from the sampled signal if the sampling rate is at least 0 . This result
is fundamental in digital signal processing, as sampling a signal with the Nyquist
rate ensures the preservation of all information in the signal.
Since f^(!) is bounded with spectrum band [¡!0; !0], we can express the Fourier
transform f^(!) using the complex form of the Fourier series as follows:
1
X n
¡i ! !
f^(!) = cn e 0 ;
n=¡1

where cn is obtained through the inner product:

Z !0  Z   
1 ^
n
i! !  1 !0 ^ n
i! !  n
cn = f (!) e 0 d! = f (!) e 0 d! = f :
2!0 ¡!0 !0 2 ¡!0 !0 !0
n
Let's denote !0 by tn which can be considered as the sampling times of the function

f (t). This means that the original function f (t) is sampled at a rate of T0 = !0 or
!
equivalently, at a rate of 0 . If we replace the angular frequency !0 by 2f0, we
1
obtain T0 = 2f0 , and the sampling rate fN =2f0. Thus, we can write:
1
X 
f^(!) = f(t ) e¡itn!: (7.9)
n=¡1
!0 n

This implies that to reconstruct f^(!), we only need the data set ff (tn)g1 n=¡1.
^
Since we can reconstruct f (t) from its Fourier transform f (!) by the inverse Fourier
transform, we only need to sample f (t) at the rate fN =2f0. This rate is known as
the Nyquist rate.
7.3 Properties of Fourier transform 27

It's important to note that the Fourier series of f^(!) given in formula (7.9) is
periodic with a period of 2!0.
f^(!) P!0

!
¡!0 !0
To filter out the periodic copies of the principal part shown with the blue line
in the figure, we need to multiply this Fourier series with a low-pass filter:

1 ! 2 (¡!0; !0)
p^(!) = :
0 otherwise
Therefore, the original function f (t) can be reconstructed as:
X1 Z !0
¡1 ^ 1
f (t) = F ff (!) p^(!)g = f (tn) e¡itn! ei!t d! =
n=¡1
2! 0 ¡!0
1
X sin[!0(t ¡ tn)]
f (tn) :
n=¡1
!0(t ¡ tn)
sin[! t)]
The last expression represents the discrete convolution of f (t) and !00t at instance
n
tn = !0 . This demonstrates how the Nyquist rate and the use of low-pass filters
ensure accurate reconstruction of the original signal from the sampled one.

Example 7.3. Consider the following function

2(sin(t) ¡ t cos(t))
f (t) = :
t3
The Fourier transform of f is
(
1 ¡ ! 2 ¡1  !  1
f^(!) = :
0 otherwise

For !0 = 1, sequence ff (tn)g1n=¡1 captures all information in f (t). In fact, the

reconstruction is done by the following series
1
X sin(t ¡ n)
f (t) = f (n) ;
n=¡1
t ¡ n

which converges fast to the original function. The figure below illustrates the original
function and three terms of the summations:
f(t)

0. 2

0. 1

t
−20 −10 10 20
28 Fourier Transform Method

7.4 Higher dimensional transform

The Fourier transform, as described above, can indeed be extended to functions of
two or more independent variables. This extension is particularly essential when
dealing with partial differential equations, such as the heat or wave equations, defined
on a plane or in space. For a function f : R2 !R that satisfies the condition
ZZ
jf (x; y)j dxdy < 1;
R2

its Fourier transform with frequency parameters !1 and !2 associated with x and y,
respectively, is defined as follows:
Z
^
f (!1; !2) = f (x; y) e¡i!1x e¡i!2 y dxdy:
R2

Similarly, the inverse Fourier transform is given by the following formula:

Z
¡1 ^ 1
f (x; y) = F ff g = 2 f^(!1; !2) ei!1 x ei!2 y d!1 d!2;
4 R2
provided that the integral converges.
x2 + y 2
¡
As an example, consider the Gaussian function f (x; y) = e 2 . The Fourier
transform of f is calculated as:
Z Z  Z 
x2 + y 2 x2 y2
¡ ¡ ¡
f^(!1; !2) = e 2 e¡i!1x e¡i!2 y dxdy = e 2 e¡i!1x dx e 2 e¡i!2 y dy :
R2 R R

Each integral on the right-hand side represents a 1D Fourier transform, which results
in:
2 +! 2
!1
¡ 2
f^(!1; !2) = 2e 2 :
This extension of the Fourier transform to multiple variables allows us to analyze
and solve complex problems in physics, engineering, and other fields where functions
are defined in two or more dimensions. It is a powerful tool for understanding the
frequency content and characteristics of multidimensional signals and functions.
2 2
Exercise 7.23. Find the inverse Fourier transform: F ¡1fe¡t(!1 +!2)g.
Exercise 7.24. Find the Fourier transform: F fe¡tjxj¡s jyjg for positive constants t; s.
Exercise 7.25. If f (x; y) is an odd function with respect to x, show

f^(¡!1; !2) = ¡f^(!1; !2):

The same relation holds for the y variable. If f is even function with respect to x, then

f^(¡!1; !2) = f^(!1; !2):

The extension of the Fourier transform to functions of n independent variables

is indeed defined in a similar manner. For an integrable function f : Rn !R, the n-
dimensional Fourier transform is given by:
Z
^
F ff g = f (!1; :::; !n) = f (x1; :::; xn) e¡i!1x1


e¡i!nxn dV ;
Rn
7.4 Higher dimensional transform 29

where dV is the volume element in Rn, and !1; :::; !n are frequency parameters
associated with coordinates x1; :::; xn. The inverse Fourier transform, allowing us to
reconstruct the original function, is defined as:
Z
¡1 ^ 1
F ff g = f (x1; :::; xn) = f^(!1; :::; !n) ei!1 x1


ei!nxn d!:
(2)n Rn
Just like the properties of the 1D Fourier transform, the higher-dimensional Fourier
transform also exhibits similar properties. For instance, if f is smooth enough with
respect to its arguments x and y, then we have the following relationships:

F f@xf g = i!1f^(!1; !2); F f@xyf g = ¡!1 !2f^(!1; !2):

The n-dimensional Fourier transform plays a crucial role in various fields, especially
when dealing with functions defined in multiple dimensions, such as in solving partial
differential equations in physics and engineering, image processing, and many other
applications.

Proposition 7.1. Assume that u(x; t) is continuously differentiable function with

respect to t, and ut and u are integrable functions with respect to x for any t, then
we have Z 1
u^t(!; t) = ut(x; t) e¡i!x dx:
¡1

Proof. Since u(x; t) is integrable, for any t in x, we can define the Fourier transform
of u(x; t) as Z 1
u^(!; t) = u(x; t) e¡i!x dx:
¡1
For " =
/ 0, we have:
Z 1
u^(!; t + ") ¡ u^(!; ") u(x; t + ") ¡ u(x; t) ¡i!x
= e dx:
" ¡1 "
By the mean value theorem, we can write
u(x; t + ") ¡ u(x; t)
= ut(x; ");
"
for some " in the interval t and t + " (if " > 0). Therefore, we have
Z 1
u^(!; t + ") ¡ u^(!; t)
= ut(x; ") e¡i!x dx:
" ¡1

Now, let " approaches zero:

Z 1
u^(!; t + ") ¡ u^(!; t)
lim = lim ut(x; ") e¡i!x dx:
!!0 " "!0 ¡1

Since ut is integrable, we can pass the limit inside the integral, and write
Z 1
u^(!; t + ") ¡ u^(!; t)
lim = lim ut(x; ") e¡i!x dx:
"!0 " ¡1 "!0
30 Fourier Transform Method

Since ut is continuous is continuous, we obtain

Z 1
u^t(!; t) := ut(x; t) ei!x dx:
¡1

The continuity of u^t(!; t) with respect to t follows from the continuity and the
integrability of ut(x; t) and the dominant convergence theorem. 

Problems
Problem 7.11. Find the Fourier transform of following functions
1
a) f(x) = a2 + x2
b) f(x) = ei!0x for jxj < 1 and f (x) = 0 in jxj > 1
(
e ¡x x > 0
c) f(x) = 0 x<0
(
x e¡x x > 0
d) f(x) = 0 x<0

e) f(x) = 1 a<x<b
0 otherwise

Problem 7.12. Find the inverse Fourier transform of the following functions
a) f^(!) = !2 ¡ 2! + 2 . Hint: a shift in !.
1

b) f^(!) = e¡j! j¡i!

Problem 7.13. Find the Fourier cosine integral of the following functions
a) f(x) = e¡x
b) f(x) = xe¡x
Problem 7.14. Use the definition of F ¡1 and show the relation:
8
  < 1 x>0
>
1
F ¡1
+ (!) (x) = 12 x = 0 :
i! >
:
0 x<0
Hint: note that 8
Z 1 <  x>0
sin(!x)
d! = 0 x=0 :
! :
¡1
¡ x < 0
Problem 7.15. Show the following relation
 2 
p ! ¡
F fcos(x2)g =  cos :
4
Find a relation for F fsin(x2)g. Hint: May you wish to use the formula
Z 1
2 p
eix dx = i
¡1
Problem 7.16.
a) Show the following relation for t > 0
( ) p !1/2
e¡tjxj p t + t2 + ! 2
F p = 2 :
jxj t2 + ! 2

Hint: you may wish to use the formula

Z 1 r
z2 
e¡ dz = ;
¡1
for Ref g > 0.
7.4 Higher dimensional transform 31

b) Conclude the following relation ( ) r

1 2
F p = :
jxj j!j
1
In particular, the function f(x) = p is self-dual with respect to the balanced version
jxj
of the Fourier transform.
c) Find the following integral Z 1
cos(x)
p dx:
0 x
Problem 7.17. Prove the relation:
Z 1
cos(sx)
lim dx = 0:
¡1 1 + x
s!1 2

Hint: use the relation for F fcos(!0x) f(x)g.

p
Problem 7.18. Consider the function g(x) = 2 e¡2jxj.
a) Find the energy of g(x) and verify the Plancherel identity.
b) Find the frequency band of the 95 percent cut off energy of g(x).
c) Draw g(x) and the reconstructed function based on the band you found in the part (b).
Problem 7.19. We give a proof for the uncertainty principle.
Z Z
1Z 1
Z x2jf (x)j2 ! 2jf^(!)j2  :
4
jf (x)j2 jf^(!)j2 R R
R R

a) Without loss of generality, assume kf k = 1 (why is this plausible?) Then, according

p
to the Plancherel identity, we have kf^k = 2 . On the other hand, by the relation
F ff 0g = i! f^(!), we obtain Z Z
!2f^(!) = jf 0(x)j2:
R R

We show first the following inequality

Z 1/2 Z 1/2 p
2
x jf (x)j
2 2 jf (x)j
0 2  :
R R 2
b) Use the Cauchy-Schwarz inequality and show the following inequality
Z 1/2 Z 1/2 Z
2
x jf(x)j2
jf (x)j
0 2
 xf (x) f 0(x):
R R R

Show also that the equality holds only if xf(x) = f (x) for some  2 R. 0

c) Show that Z
1
xf (x)f 0(x) dx 
R 2
2
and conclude the uncertainty principle. Show that the equality holds only if f (x) = ceax
where c; a are some constants.
Problem 7.20.
a) Verify that the tent function
8
< x + 1 ¡1  x  0
f (x) = 1 ¡ x 0  x  1
:
0 otherwise
is the convolution of the following pulse function with itself:

1 ¡1/2  x  1/2
p(x) = :
0 otherwise
32 Fourier Transform Method

b) Use the property of the Fourier transform of convolutions to determine F ff(x)g.

Problem 7.21. Assume that f (x) is a smooth function with the Fourier transform f^(w), and
furthermore
X1
f (n) < 1:
n=¡1

a) Prove the following relation which is known the Poisson summation

1
X 1
X
f (n) = f^(2n):
n=¡1 n=¡1
Hint: note that Z 1
1
f (n) = f^(!) ein! d!;
2 ¡1

and that for any m 2 Z, we have

1
X
f^(2m) = fn;2m;
n=¡1
where
Z
1 (2m+1)
fn;2m = f^(!) e¡in! d!:
2 (2m¡1)

b) Use the result in part a) to prove the following identity:

1
X 1
=  coth:
1 + n2
n=¡1

Problem 7.22. Find the Fourier transform of the following two-variable functions:
a) f(x; y) = e¡jxj¡jy j
b) f(x; y) = e¡tjxj¡sjy j
2
¡ y2
c) f(x; y) = e¡x
1
d) f(x; y) = (a2 + x2)(b2 + y2)
Problem 7.23. Assume that f (x; y) is a smooth and integrable function. Furthermore, assume
that f is of order 2, i.e.,
f(x; y) = 2 f (x; y);
for any  =
/ 0. Find the formula of the Fourier transform F f
f g.

7.5 Fourier transform and PDEs

The Fourier method is a powerful technique for solving real-world problems involving
differential equations. The general idea of this method is as follows:
1. Start with the linear problem described in the x-domain.
2. Apply the Fourier transform to convert the problem into the !-domain.
This step involves transforming the differential equation and any initial or
boundary conditions.
3. Perform calculations and manipulations in the !-domain, where the problem
becomes simpler due to the properties of the Fourier transform.
4. Use the inverse Fourier transform to obtain the solution back in the x-domain.
This step gives us the final solution to the original problem.
7.5 Fourier transform and PDEs 33

Fourier Transform linear problem

linear problem
! -domain
x -domain

Results in Inverse Fourier transform Calculation in

x -domain ! -domain

Working with the Fourier method in the frequency domain often allows us to
tackle complex problems more efficiently, as it unveils the frequency components
and their behavior, which can be advantageous for various applications in physics,
engineering, signal processing, and many other fields.

7.5.1 1D heat equations

Let be a conductive rod extending from ¡1 to 1 (in fact, it models a very long
and thin homogeneous conductive rod). Consider the following heat problem on
for t > 0:

ut = uxx;
; (7.10)
u(x; t) = f (x)
where f (x) is an integrable function. Note that there is no boundary condition for
this problem; however, the boundedness condition should be satisfied by the solution
as x approaches 1. By utilizing the Fourier transform in x, the problem reduces
to the following ordinary differential equation in t:
(
u^t(!; t) = ¡! 2u^(!; t)
; (7.11)
u^(!; 0) = f^(!)

where u^(!; t) represents the Fourier transform of u(x; t) denoted by F fu(x; t)g. This
ordinary differential equation is then solved to find the solution in the frequency
domain:
u^(!; t) = f^(!) e¡! t:
2
(7.12)
Now, we can return to the x-domain by performing the inverse Fourier transform.
We have two choices for the inverse Fourier transform in this case:
1. Using the definition of the inverse Fourier transform and representing the
solution u as: Z
1 1^ 2
u(x; t) = f (!) e¡! t ei!x d!:
2 ¡1
This is an integral formula over the frequency spectrum !. This integral
formula is very similar to the series solutions to the heat problems on bounded
domains.
2. Using the convolution as to express u as

u(x; t) = F ¡1ff^(!) e¡! tg = f (x)  F ¡1fe¡! tg:

2 2
34 Fourier Transform Method

As we saw in the previous section, we have

x2
¡1 ¡!2t 1 ¡ 4t
F fe g= p e :
4t
This function is called the heat kernel and is denoted by (x; t) for t > 0.
Therefore, we can write u as the convolution
Z 1 Z 1 (x¡z)2
1 ¡
u(x; t) = f (z) (x ¡ z; t) dz = p f (z) e 4t dz:
¡1 4t ¡1
Both representations of u(x; t) are valid solutions to the given heat problem.
Example 7.4. Let f (x) be the rectangle function

1 ¡1 < x < 1
f (x) = ;
0 otherwise
and let us solve the following heat problem on x 2 (¡1; 1)

ut = uxx
:
u(x; 0) = f (x)
The first form of the inverse Fourier transform results in
Z
1 1 sin(!) ¡!2t i!x
u(x; t) = e e d!:
 ¡1 !
n o
2 sin(!)
The integral at the right-hand side at t = 0 is equal to F ¡1
!
which is
the rectangle function f (x). The figure below depicts the solution u by numerical
integration in the !-band [¡20; 20]. For a faster calculation, we used the following
equivalent formula: Z
2 1 sin(!) ¡!2t
u(x; t) = e cos(!x) d!:
 0 !

0.8

0.6

0.4

0.2

0
-3 -2 -1 0 1 2 3

Notice that for any t>0, the solution u(x; t) becomes smooth, even if the initial
condition u(x; 0) is discontinuous. This smoothing effect is a characteristic behavior
of the heat equation, which helps in smoothing out the initial conditions. This fact
becomes more apparent when we use the second representation of u(x; t), namely
the convolution form:
u(x; t) = f (x)  (x; t):
7.5 Fourier transform and PDEs 35

The function (x; t) is smooth for all t > 0, and when it is convoluted with any
piecewise continuous function, it effectively removes discontinuities and imparts
smoothness to the function.
For the given f (x), we have
Z 1 (x¡z)2
1 ¡
u(x; t) = f (x)  (x; t) = p e 4t dz:
4t ¡1
The figure below depicts the solution using the convolution:

0.8

0.6

0.4

0.2

0
-3 -2 -1 0 1 2 3

Remark 7.1. (Heat kernel) As previously discussed, the heat kernel (x; t) plays
a fundamental role in solving the heat equation with a point source (x) as the initial
condition. For t > 0, (x; t) represents the temperature distribution throughout
space as time evolves from the point source:

0. 8 t = 0. 1

0. 6

0. 4

0. 2 t=1

x0

As depicted in the graph, the behavior of (x; t) for various instances of time
shows how heat diffuses and spreads over space. Interestingly, as time approaches
zero, the heat kernel approaches a Dirac delta function, which is a mathematical rep-
resentation of an instantaneous point source. Additionally, the convolution of (x; t)
with any piecewise continuous function results in a smooth function, reflecting its
smoothing effect. The heat kernel's remarkable properties make it a valuable tool in
understanding heat conduction, diffusion processes, and solving heat-related prob-
lems in various scientific and engineering applications.

Problem 7.24. Show that if f (x) is a piecewise continuous and integrable function, the
convolution f (x)  (x; t) for any t > 0 is a smooth function. Show that
Z 1
(x; t) dx = 1;
¡1
36 Fourier Transform Method

for any t > 0, and that: Z 1

lim f (x) (x; t) dx = f(0);
t!0 ¡1

for any integrable and continuous function f (x). Show that the following relation holds for
any integrable function f(x) and if x is a continuity point of f .:
lim f (x)  (x; t) = f(x):
t!0

Problem 7.25. Let u(x; t) be the solution of the equation


ut = uxx
:
u(x; 0) = f (x)

Use the convolution form of the solution and show the relation:
Z 1 Z 1
u(x; t) dx = f (x) dx:
¡1 ¡1

Exercise 7.26. Show that (x; t) is the solution of the following heat problem

ut = uxx
;
u(x; 0) = (x)

where (x) is the Dirac delta function. Thus, (x; t) is the impulse response of the heat system
to the initial condition (t). Due to the relation f (x) = f (x)  (x), the response of the heat
system to the input f (x) is u = f (x)  (x; t) as shown in the figure below:

(x) u = (x; t)
Heat system

Z Z 1
1
f(x) = f(z) (x ¡ z) dz u= f(z) (x ¡ z) dz
¡1 ¡1
Heat system

Exercise 7.27. The convolution form of the representing solution is specially useful if the
Fourier transform of the initial condition is not easy to calculate. Consider the following heat
problem 8
< ut = uxx

0 :
: u(x; 0) = 12 xx <
>0

3
Write down the convolution solution and show that u(0; t) = 2 for all t > 0. Sketch the graph
of u(x; t) at time t = 0.1; 1.
You may use the following code in Matlab:
x=-3:0.01:3;
f=@(x) 1*(x<=0)+2*(x>0);
t=0.1;
ux1=integral(@(z) f(z).*exp(-(x-z).^2/(4*t)),-20,20, ...
'ArrayValued',true)/sqrt(4*pi*t);
t=1;
ux2=integral(@(z) f(z).*exp(-(x-z).^2/(4*t)),-20,20, ...
'ArrayValued',true)/sqrt(4*pi*t);
plot(x,f(x),x, ux1,x,ux2)
7.5 Fourier transform and PDEs 37

You will obtain a graph similar to below:

2

1.8

1.6

1.4

1.2

-3 -2 -1 0 1 2 3

Exercise 7.28. Find and integral solution for the following problem defined on x 2 (¡1; 1):
(
ut = kuxx
;
u(x; t) = e¡jxj

and draw the solution u(0; t) for t  0.

The solutions to non-homogeneous equations follow a similar approach. Let's

consider the heat problem on the domain (¡1; 1):

ut = kuxx + h(x; t)
:
u(x; 0) = 0

Taking the Fourier transform of the equation leads to the following ordinary differ-
ential equation:
u^t + k! 2 u^ = h^(!; t);

where h^ is equal to F fh(x; t)g. This ordinary differential equation can be solved
using the methods discussed in the textbook on ordinary differential equations
(ODEs).

Example 7.5. Let's solve the following problem:

(
(t ¡ 1)
ut = uxx + 1 + x2
:
u(x; 0) = 0

The ordinary differential equation for u^(!; t) is:

(
u^t(!; t) = ¡! 2u^(!; t) + e¡j! j(t ¡ 1)
:
u^(!; 0) = 0

To solve this ordinary differential equation, we will use the Laplace transform
method. The unilateral Laplace transform for a function f (t), for t>0, is defined as:
Z 1
Lff g = f (t) e¡st dt:
0
In particular, we have:
Lf(t ¡ 1)g = e¡s:
38 Fourier Transform Method

For a detailed discussion on this subject, the reader can refer to the textbook on ordi-
nary differential equations (ODEs). Utilizing the Laplace transform for the derived
first-order ODE, we obtain:

(s + !2)U^ (s; !) = e¡j! j e¡s;

where U^ (!; s) is equal to Lfu^(!; t)g. By inverse Laplace transform L¡1, we obtain
u^(!; t) as
 ¡s 
^ ¡j! j ¡1 e 2
¡1
u^(!; t) = L fU (!; s)g = e L 2
= e¡j! j e¡! (t¡1) u(t ¡ 1);
s+!

where u(t ¡1) is the Heaviside function u(t) shifted to t ¡1. The solution u in the
x-domain can be obtained by taking the inverse Fourier transform as:
2(t¡1)
u(x; t) = F ¡1fu^(!; t)g = F ¡1fe¡j!j e¡! g u(t ¡ 1):

The convolution form of u is given by:

1
u(x; t) =  (x; t ¡ 1) u(t ¡ 1):
1 + x2

Problem 7.26. Let f (x) be an integrable function. Show that the solution of the problem:

ut = uxx + (t) f (x)
;
u(x; 0) = 0

is equal to the solution to the following homogeneous equation:


ut = uxx
u(x; 0) = f (x)

Exercise 7.29. Solve the following heat problem

( 2
ut = uxx + (t) e¡x
:
u(x; 0) = e¡jxj

Problem 7.27. Find an integral solution for the following partial differential equation
8
< ut = uxx + ux
:
: u(x; 0) = cos(x)2
1+x

Problem 7.28. Solve the following heat problem

8
< e ¡jxj
ut = uxx + 1 + x2
;
: u(x; 0) = 0
7.5 Fourier transform and PDEs 39

and sketch the graph of the solution at t = 1.

7.5.2 1D Wave problems

The method to solve a wave equation is completely similar to solve a heat problem.
Consider the following problem defined on x 2 (¡1; 1):
8
>
< utt = c2 uxx
u(0; x) = f (x) :
>
: @tu(0; x) = g(x)

Taking Fourier transform of the problem results in the following second-order ordi-
nary differential equation: 8
> 2 2
< u^tt = ¡c ! u^
> u^(!; 0) = f^(!) :
: u^ (!; 0) = g^(!)
t

This differential equation is solved for:

1
u^(t; !) = f^(!) cos(c!t) + g^(!) sin(c!t);
c!
and thus:  
¡1 ^ 1 ¡1 1
u(t; x) = F ff (!) cos(c!t)g + F g^(!) sin(c!t) :
c !
By the definition of inverse Fourier transform, we have
Z Z 1
1 1^ 1 g^(!)
u(x; t) = f (!) cos(c!t) e d! +
i!x
sin(c!t) ei!x d!:
2 ¡1 2c ¡1 !
Here again we have two choices to represent the inverse Fourier transform F ¡1:
1. To use the definition of the inverse Fourier transform and represent the solu-
tion u as:
Z Z 1
1 1^ 1 g^(!)
u(x; t) = f (!) cos(c!t) e d! +
i!x
sin(c!t) ei!x d!: (7.13)
2 ¡1 2c ¡1 !

2. Use the convolution and write u as:

 
1 ¡1 g^(!)
u(x; t) = f (x)  F ¡1
fcos(c!t)g + F  F ¡1fsin(c!t)g: (7.14)
c !
Recall the relation Z 
x
1
F g( ) d = g^(!);
0 i!
and hence:   Z x
¡1 g^(!)
F = i g( ) d
! 0

Problem 7.29. Show the relations

1
F ¡1fcos(c!t)g = [(x ¡ ct) + (x + ct)];
2
40 Fourier Transform Method

and
1
F ¡1fsin(c!t)g = [(x ¡ ct) ¡ (x + ct)]:
2i
The result of the above problem leads to the following formula for u:
Z
1 1 x+ct
u(x; t) = [f (x ¡ ct) + f (x + ct)] + g( )d :
2 2c x¡ct
This formula is called D'Alembert formula for the 1D wave problem.
Exercise 7.30. With the formula (7.13), use the Euler formula for cos(c!t) and sin(c!t) and
conclude the convolution formula (7.14). Hence, two formula for u(x; t) are equivalent.

Example 7.6. Let's solve the following wave equation

8
>
< utt = c2uxx
u(x; 0) = f (x) ;
>
: ut(x; 0) = 0

where f (x) is the rectangle function f (x) = 10 ¡1 <x<1
otherwise
. The inverse Fourier trans-
form can be written as
Z
2 1 sin(!)
u(x; t) = cos(c!t) cos(!x) dx:
 0 !
The figure below uses the numerical integration on the frequency band [¡20; 20] for
c = 1 to represent the solution at times t = 0and t = 4:

1 0.5

0.8 0.4

0.6 0.3

0.4 0.2

0.2 0.1

0 0

-0.2 -0.1
-10 0 10 -10 0 10

The convolution solution does not need the numerical integration and yields the
exact solution:

1
0.5
0.8
0.4
0.6 0.3

0.4 0.2

0.1
0.2
0
0
-0.1
-10 0 10 -10 0 10
7.5 Fourier transform and PDEs 41

Example 7.7. Let us solve the following damped wave equation

8
>
< utt + 2ut = c2uxx
u(x; 0) = f (x) ;
>
: ut(x; 0) = 0
(
(1 ¡ x2)/4 ¡1  x  1
where f (x) is the function f (x) = 0 othersise
. Taking the Fourier transform,
the given problem reduces to the following ordinary differential equation:
(
u^tt + 2u^t = ¡c2! 2u^
;
u^(!; 0) = f^(!); u^t(!; 0) = 0

which is solved for the function:

 
¡t ^ 
u^(t; !) = e f (!) cos(t) + sin(t) ;

p
where  = ! 2 ¡  2 . The figure below shows the solution u(x; t) for c = 1 and  = 0.5.
Observe that two branches are not separated completely due to the damping factor .

t =1
t =2

t =3

−4 −2 2 4

Exercise 7.31. Find the solution of the following wave equation

8
>
< utt = c2uxx
u(x; 0) = (x) :
>
: ut(x; 0) = 0

This solution is the response of the wave system to the impulse displacement at time t = 0.
What will be the solution if the initial conditions changes to the following one:

u(x; 0) = 0
:
ut(x; 0) = (x)

Find the response of the damped wave system

utt + 2ut = uxx;
to the impulse displacement exercised at t = 0.
Exercise 7.32. Consider the following wave equation on the domain x 2 (¡1; 1):
8
< utt = uxx + (t ¡ 1) f (x)
u(x; 0) = 0 ;
:
ut(x; 0) = 0
42 Fourier Transform Method

where f (x) is the rectangle function


1 ¡1 < x < 1
f (x) = :
0 otherwise

a) Use the Fourier transform and find the function u^(!; t).
b) Show that u(x; t) can be determined as the convolution
1
u(x; t) = f (x)  gt(x):
2
What is gt(x)?
Exercise 7.33. Determine the integral solution of the wave equation
8
< utt + 0.6ut = uxx
u(x; 0) = f(x) ;
:
ut(x; 0) = 0
where f (x) is the function
(
sin(x)
¡ < x < 
f (x) = x
0 otherwise

and draw the solution at t = 4. You can use the following code in Matlab to draw the solution:
x=-5:0.01:5;
xi=0.3;t=4;
f=@(x) sin(x).*(x>-pi & x<pi)./x;
fw=@(w) 2*integral(@(x) f(x).*cos(w.*x),0,pi);
u=exp(-xi*t)*integral(@(w) cos(w.*x).*fw(w).*(cos(sqrt(w.^2-
xi^2)*t)+xi*sin(sqrt(w.^2-xi^2)*t)./sqrt(w.^2-xi^2)),0,40, ...
'ArrayValued',true)/pi;
plot(x,u)

7.5.3 1D problems in semi-unbounded domains

The differential equations defined on semi-unbounded domains such as (0; 1) can
be effectively solved using the Fourier sine or cosine integrals. As introduced before,
the Fourier sine transform of a function f (x) defined on [0; 1) is defined as:
Z 1
^
Fs ff (x)g := fs(!) = f (x) sin(!x) dx;
0
with the inverse Z 1
1
F ¡1
ff^s(!)g = f^s(!) sin(!x) d!:
 ¡1

It is important to note that F ¡1ff^s(!)gjx=0=0, meaning that the inverse Fourier

transform converges to zero at x = 0. This transform is particularly useful in solving
Dirichlet problems, where boundary conditions are specified at one end of the semi-
unbounded domain.

Example 7.8. Let's consider the heat problem defined on the domain x 2 (0; 1):
8
< ut = uxx; 0 < x < 1; t > 0
u(0; t) = 0; t>0 : (7.15)
:
u(x; 0) = f (x)
7.5 Fourier transform and PDEs 43

Since the boundary condition at x=0 is of the Dirichlet type, we will use the Fourier
sine series to solve this problem:
8
< @ u^ (!; t) = ¡! 2 u^ (!; t)
@t s s
;
: u^ (!; 0) = f^ (!)
s s

where u^s is equal to the Fourier sine transform of u. This ordinary differential
equation is then solved for the function:
u^s(!; t) = f^s(!) e¡! t:
2

By performing the inverse Fourier transform, we obtain the expression for u as:
Z
1 1^ 2
u(x; t) = fs(!) e¡! t sin(!x) d!:
 ¡1
It is important to note that u(0; t) =0 for all t > 0, which satisfies the Dirichlet
condition at x =0. The figure below illustrates the solution u(x; t) for the initial
condition f (x) = e¡x.
1

0.8

0.6

0.4

0.2

0 0.5 1 1.5 2 2.5 3

If the boundary condition at x = 0 is Neumann, the solution can be expressed in

terms of the Fourier cosine transform:
Z 1
^
Fc ff (x)g := fc(!) = f (x) cos(!x) dx;
0
with its inverse given by:
Z 1
1
F ¡1
ff^c(!)g = f^c(!) cos(!x) d!:
 ¡1

If we modify the boundary condition for the above example to ux(0; t) = 0, the
integral solution changes to:
Z
1 1^ 2
u(x; t) = fc(!) e¡! t cos(!x) d!:
 ¡1

For the given piecewise function f (x) defined as: f(x) = 10 0<x<1
, we can calculate
its Fourier cosine transform as:
Z 1
^ sin(!)
fc(!) = cos(!x)dx = :
0 !
44 Fourier Transform Method

Consequently, the solution to the heat problem with the Neumann boundary con-
dition at time t > 0 is:
Z
1 1 sin(!) ¡!2t
u(x; t) = e cos(!x) d!:
 ¡1 !

The figure below illustrates the solution at time t = 0.1. By comparing this solution
to the solution of the previous example (Dirichlet boundary condition), we can
observe that the Neumann boundary condition enforces the derivative of the solution
at x = 0 to be zero for all t > 0:

0.8

0.6

0.4

0.2

0 0.5 1 1.5 2 2.5 3

Remark 7.2. An alternative approach to solve Dirichlet problems is to extend the

functions involved as odd functions over the entire domain (¡1; 1). For example,
the odd extension of the problem (7.15) is formulated as:

ut = uxx; ¡1 < x < 1; t > 0
;
u(x; 0) = fo(x)

where fo is the odd extension of f , defined as:


f (x) x>0
fo(x) = :
¡f (¡x) x < 0

Taking the Fourier transform of this extended problem results in the solution:

u^t(!; t) = f^o(!) e¡! t;

2

and finally u(x; t) is given by the convolution as:

Z 1
1 ¡ x4t2 ¡
(x¡z)2
u(x; t) = fo(x)  e = fo(z) e 4t dz:
4t ¡1

It can be observed that u(0; t) is equal to zero as:

Z 1 z2
¡
u(0; t) = fo(z) e 4t dz = 0:
¡1
7.6 Higher dimensional problems 45

This approach is particularly useful to represent the solutions in convolution form.

Both methods, either extending the functions as odd over the entire domain or using
the Fourier sine integral, yield the same results but in different expressions. The
choice of method depends on the convenience of the problem and the desired form
of the solution.

Exercise 7.34. Find and integral solution for the following heat problem defined on [0; 1):
8
< ut = uxx + tf(x); 0 < x < 1; t > 0
u(0; t) = 0 t>0 ;
:
u(x; 0) = 0

where f (x) = 1 0<x<1
0
.

Exercise 7.35. Consider the following wave equation defined on [0; 1):
8
>
> utt = uxx + (t ¡ 1)e¡x
>
<
ux(0; t) = 0
>
> u(x; 0) = 0
>
: ut(x; 0) = 0

Use even extension of the function involved and then employ the Fourier transform to solve
the problem. Verify that your solution satisfies the boundary condition ux(0; t) = 0.
Exercise 7.36. Let be the interval [1; 1). Solve the following problem on
8
>
< ut = uxx + (t ¡ 1)e¡x
ux(1; t) = 0
>
: u(x; 0) = 0

Exercise 7.37. Consider the following heat problem on a semi-infinite domain

8
< ut = uxx
u(0; x) = 1 :
:
u(x; 0) = f(x)

The boundary condition at x=0 is non-homogeneous. To solve this problem, we assume the
solution u(x; t) can be written as the sum of a steady-state solution V (x) and a transient
solution w(x; t), i.e., u(x; t)=V (x)+w(x; t). The steady-state solution V (x) satisfies the non-
homogeneous boundary condition u(0; x)=1. Determine this function, and then find an integral
solution for w.

7.6 Higher dimensional problems

n higher dimensional problems, we extend the Fourier transform method to solve
various partial differential equations on unbounded domains in R2. Specifically, we
focus on solving the heat equation, wave equation, Poisson equation, and Laplace
equation.
These problems are considered over the entire space R2, as well as on specific
regions such as strips in the plane and half-planes. The Fourier transform provides
an efficient and powerful tool for transforming these partial differential equations
into simpler ordinary differential equations in the frequency domain.
46 Fourier Transform Method

7.6.1 Equations defined on R2

Consider the heat equation ut =
u with the initial condition u(x; y; 0)= f (x; y). To
solve this partial differential equation in two dimensions, we employ the two-variable
form of the Fourier transform. This results in the following ordinary differential
equation:
u^t(!1; !2; t) = ¡(!12 + !22) u^(!1; !2; t);

where !1 and !2 are the frequency variables associated with the x and y directions,
respectively. The Fourier transform of the function u(x; y; t) is defined as:
ZZ
u^(!1; !2; t) = u(x; y; t) e¡i!1x e¡i!2y dxdy:
R2

Using the definition of the Laplacian operator
, we can express the Fourier trans-
form
as:
F f
ug = F fuxx + uyy g = ¡(!12 + !22) u^(!1; !2; t):

The resulting ordinary differential equation, along with the given initial condition,
is solved to obtain the solution:
2 2
u^(!1; !2; t) = f^(!1; !2) e¡(!1 +!2)t:

Consequently, the solution u in the xy-domain can be obtained by taking the inverse
Fourier transform:
2 2
u(x; y; t) = F ¡1ff^(!1; !2) e¡(!1 +!2)tg:

This inverse transform can be expressed either as a double integral:

ZZ
¡1 ^ ¡(!12 +!22)t 1 2 2
F ff (!1; !2) e g= 2 f^(!1; !2) e¡(!1 +!2)t ei!1x ei!2y d!1 d!2;
4 R2

or using the convolution:

2 2 2 2
F ¡1ff^(!1; !2) e¡(!1 +!2)tg = f(x; y)  F ¡1fe¡(!1 +!2)tg:

The Fourier transform method provides an effective approach to solve the heat
equation in two dimensions, enabling us to study the evolution of temperature dis-
tributions over time in complex spatial domains.
x2 + y 2
2 2 1 ¡
It turns out that F ¡1fe¡(!1 +!2)tg is given by 4t e 4t , which is known as
the 2D heat kernel and is denoted by (x; y; t). This heat kernel shares similar
properties with the one-dimensional heat kernel we encountered in problems defined
on unbounded one-dimensional conductive rods. Just like its one-dimensional coun-
terpart, the 2D heat kernel has the property of smoothing out initial conditions. As
time progresses (t>0), the heat kernel acts as a convolution operator with the initial
condition function f (x; y). It diffuses the initial information and spreads it over the
entire domain, leading to a smooth solution at each time instance. Additionally,
for t!0, the heat kernel approaches the Dirac delta function centered at the initial
point (x; y)=(0; 0). The figure below illustrates (x; y; t) for t = 0.1 and t = 1:
7.6 Higher dimensional problems 47

Problem 7.30. Show the relation

2 2 1 ¡ x24t
+ y2
F ¡1fe¡(!1 +!2)tg = e :
4t

This is called the 2D heat kernel:

1 ¡ x24t
+ y2
(x; y; t) = e :
4t
Show the relation
ZZ
(x; y; t) dxdy = 1:
R2

Furthermore, show that the following relation holds:

ZZ
lim f (x; y) (x; y; t) dxdy = f (0; 0);
t!0 R2

for any integrable and continuous function f (x; y):

Exercise 7.38. Consider the heat problem


ut =
u
:
u(x; y; 0) = f(x)

Show that the solution of the problem is

u(x; y; t) = f (x)  (x; t):

Exercise 7.39. Write an integral solution for the following heat problem
(
ut =
u
:
u(x; y; 0) = e¡jxj¡jyj

Exercise 7.40. Solve the following heat equation on R2

(
ut = 4
u
2
¡ y2
:
u(x; y; 0) = e¡x
48 Fourier Transform Method

Exercise 7.41. Solve the following heat problem on R2

(
2 2
ut =
u + r ¡x ¡ y
:
u(x; y; 0) = 0

Exercise 7.42. Solve the following heat problem on R2

8
< u =
u + (t ¡ 1)
t (1 + x2)(1 + y 2) :
: u(x; y; 0) = 0

Exercise 7.43. Solve the following heat problem on R2


ut =
u + (t ¡ 1) (x) (y)
:
u(x; y; 0) = 0

Now, let's consider wave equation utt = c2
u in R2. For simplicity, we consider
the following problem: 8
>
< utt = c2
u
u(x; y; 0) = f (x; y) :
>
: u(x; y; 0) = 0

Indeed, solving the wave equation in two dimensions using Fourier transform leads
us to the ordinary differential equation:

u^tt + c 2!2u^ = 0
p
where ! = !12 + !22 . With the initial conditions:
(
u^(!1; !2; 0) = f^(!1; !2) ;
u^(!1; !2; 0) = 0
we obtain the solution:
u^(!1; !2; t) = f^(!1; !2) cos(ct!): (7.16)

To express the solution u(x; y; t) in the xy-domain, we use the inverse Fourier
transform. The solution can be written as an integral over the frequency domain:
ZZ
1
u(x; y; t) = 2 f^(!1; !2) cos(ct!) ei!1x ei!2y d!1 d!2:
4 R2

Alternatively, the solution can also be expressed in the convolution form:

u(x; y; t) = f (x; y)  F ¡1f cos(ct!)g: (7.17)

 p 
The inverse Fourier transform of the function cos c !12 + !22 t is not straightfor-
ward and requires intricate calculations. Let us try to find this inverse transform.
To do that, we rewrite !1; !2 as !1 = ! cos , !2 = ! sin for 2 [¡; ]. Therefore,
we can write
Z Z 1
1
F f cos(ct!)g = 2
¡1
cos(ct!)e¡i!(xcos +ysin ) !d!d :
4 ¡ 0
7.6 Higher dimensional problems 49

If we use the polar coordinate formula for x and y: x = r cos, y = r sin, we reach
Z Z 1
1
F f cos(ct!)g = 2
¡1
cos(ct!)cos(r! cos( ¡ ))!d!d :
4 ¡ 0
Using the formula: Z 
1
cos(s cos ) d = J0(s);
2 ¡

where J0 is the Bessel function of the first kind, we obtain:

Z
1 1
F f cos(ct!)g =
¡1
J0(r!) cos(ct!)!d!:
2 0
The integral at the right-hand side can be rewritten as:
Z Z  
1 1 1 d1 1 ct
J (!) cos(ct!)!d! = J (!) sin ! d!:
2 0 0 2c dt  0 0 
Using the formula:
Z 1
 
ct 1
J0(!) sin ! d! = q 2 2 ;  < ct;
0  c t
2
¡1
we finally obtain:
1 d 1
F ¡1f cos(ct!)g = p ;  < ct:
2c dt c2t2 ¡ 2

Finally, the solution u(t; x; y) can be written as follows:

Z
1 d f (z1; z2)
u(t; x; y) = p dz1dz2;
2pc dt Bct(x;y) c2t2 ¡ (x ¡ z1)2 ¡ (y ¡ z2)2

where Bct(x; y) is the disk centered at (x; y) of radius ct. By a similar calculation,
it is shown that if ut(0; x; y) = g(x), the solution is:
Z
1 d f (z1; z2)
u(t; x; y) = p dz dz +
2pc dt Bct(x;y) c t ¡ (x ¡ z1)2 ¡ (y ¡ z2)2 1 2
2 2
Z
1 g(z1; z2)
p dz dz :
2pc Bct(x;y) c 2t2 ¡ (x ¡ z1)2 ¡ (y ¡ z2)2 1 2

7.6.2 Equations on half-plane

Consider the domain = f(x; y); y > 0g. We are interested in solving the heat
equation ut =
u on , subject to the boundary condition u(x; 0; t) = 0 and the
initial condition u(x; y; 0) = f (x; y). To tackle this problem, we can make use of the
odd extension of f (x; y) with respect to y, which can be defined as follows:

f(x; y) y >0
fo(x; y) = :
¡f (x; ¡y) y < 0
50 Fourier Transform Method

By performing the odd extension, we obtain the heat equation on the entire domain
R2 as: 
ut =
u
:
u(x; y; 0) = fo(x; y)
Next, we take the Fourier transform to derive the following ordinary differential
equation: (
u^t(!1; !2; t) = ¡(!12 + !22) u^(!1; !2; t)
:
u^(!1; !2; 0) = f^o(!1; !2)
Solving this ordinary differential equation yields the function:
2 2
u^(!1; !2; t) = f^o(!1; !2) e¡(!1 +!2)t:
To obtain the solution u(x; y; t), we apply the inverse Fourier transform and express
it in the convolution form:
ZZ 1 (x¡z1)2 +(y ¡z2)2
1 ¡ x24t
+ y2
1 ¡
u(x; y; t) = fo(x; y)  e = fo(z1; z2) e 4t dz1 dz2:
4t 4t ¡1
It is important to note that the solution satisfies the boundary condition u(x; 0;
t) = 0 due to the symmetry argument:
Z 1 (x¡z )2 Z 1 z2

1 ¡ 4t 1 ¡ 4t2
u(x; 0; t) = e fo(z1; z2) e dz2 dz1 = 0:
4t ¡1 ¡1

For problems with Neumann boundary conditions, the even extension of the func-
tions involved should be utilized.
Remark 7.3. An alternative approach to solve these problems is by using Fourier
sine or cosine integrals, depending on the type of boundary condition involved.
Exercise 7.44. Consider the following problem
8
>
< ut =
u + e¡y e¡jxj
uy(x; 0; t) = 0 ;
>
: u(x; y; 0) = 0

on the half-plane y  0. Express the solution in the convolution form and in term of the integral
over !-domain. Verify that both expressions satisfy the prescribed boundary condition.
Exercise 7.45. Solve the following heat problem on the half-plane x  0:
8
< ut =
u
>
>
u(0; y; t) = 0 :
>
> ¡x
: u(x; y; 0) = e
1 + y2

We are now addressing the Laplace equations on half-planes, which arise when
dealing with non-homogeneous boundary conditions for heat or wave equations.
Consider the following heat problem on the domain = f(x; y); y  0g:
8
< ut =
u
u(x; 0; t) = f (x) :
:
u(x; y; 0) = g(x)
7.6 Higher dimensional problems 51

To solve this problem, we take the solution as u(x; y; t) = V (x; y) + w(x; y; t), where
V satisfies the Laplace equation with the boundary condition:


V = 0
:
V (x; 0) = f (x)

Since x is unbounded in this domain, we take the Fourier transform of the equation
with respect to x:
(
V^yy(!; y) ¡ ! 2V^ (!; y) = 0
:
V^ (!; 0) = f^(!)

The general solution of this equation is:

V^ (!; y) = A(!) e¡!y + B(!) e!y:

However, to ensure the solution remains bounded as y approaches infinity, we assume

that B(!) = 0 for ! > 0 and A(!) = 0 for ! < 0. This implies that the solution V^ (!;
y) can be represented as:
V^ (!; y) = C(!) e¡y j! j;

where C(!) is an undetermined function. The initial condition V^ (!; 0) enforces C(!)
to be equal to f^(!), and therefore:

V^ (!; y) = f^(!) e¡y j! j:

The function V (x; y) can be retrieved using the inverse Fourier transform F ¡1, which
can be expressed in convolution form as:
Z
1 y y 1 f (z)
V (x; y) = f (x)  2 2
= dz:
y +x  ¡1 y + (x ¡ z)2
2

An alternative representation using the definition of F ¡1 is:

Z
1 1^
V (x; y) = f (!) e¡y j!j ei!x d!:
2 ¡1

Exercise 7.46. Let be the domain = f(x; y); x > 0; y > 0g. Solve the following Laplace
equation
8
<
u = 0 on
u(x; 0) = f (x) :
:
u(0; y) = 0

Express the solution in convolution form.

Exercise 7.47. Solve the following heat problem
8
>
< ut =
u
> on
1
u(x; 0; t) = 1 + x2 ;
>
>
: u(x; y; 0) = 0

where is the half-plane y > 0.

52 Fourier Transform Method

Problem 7.31. Let be the domain = f(x; y); y > 0g. Use the Fourier transform method and
show that the bounded solution to the Laplace equation
u = 0 on subject to the boundary
1
condition u(x; 0) = 1 + x2 is:
y +1
u(x; y) = :
(y + 1)2 + x2

Problem 7.32. Let be the domain = f(x; y); y > 0g. Use the Fourier transform method and
show that the bounded
 solution to the Laplace equation
u = 0 on subject to the boundary
condition u(x; 0) = 10 ¡1 <x<1
otherwise
satisfies the relation:
 
2 1
u(0; y) = tan¡1 :
 y
What is u(x; y)?
Problem 7.33. Show that the solution to the Laplace equation
u = 0 in the half-plane y > 0
subject to the boundary condition
8
< 1 x>0
>
1
u(x; 0) = x=0 ;
>
: 2
0 x<0
is  
1 ¡1 x 1
u(x; y) = tan + :
 y 2

7.6.3 Equations on strips

Consider the heat equation ut =
u on the strip = (¡1; 1)  (0; L) in the xy-
plane, subject to the boundary conditions:

u(x; 0; t) = 0
:
u(x; L; t) = 0
Since the domain is unbounded in x, we take the Fourier transform of the equation
with respect to x and reach:
8
>
< u^t(!; y; t) = u^yy(!; y; t) ¡ ! 2u^(!; y; t)
u^(!; 0; t) = 0 :
>
: u^(!; L; t) = 0

This leads to a heat equation in the (y; t) space, for 0 < y < L, which can be solved
using the method we introduced for problems in bounded domains. The associated
eigenvalue problem is: (
 00 ¡ ! 2 = ¡
:
(0) = (L) = 0

Solving for the eigenfunctions and eigenvalues yields:

 n  n2 2
n(y) = sin y ; n = ! 2 + 2 :
L L
Hence, the solution to the resulting heat equation in (y; t) is given by:
1
X n2 2  
2 ¡ t n
u^(!; y; t) = C(!) e¡! t e L2 sin y :
n=1
L
7.6 Higher dimensional problems 53

The coefficient functions C(!) can be determined by the initial condition of the
problem if provided. Let the initial condition be given by: u(x; y; 0) = f (x; y). By
taking the Fourier transform, we obtain u^(!; y; 0) = f^(!; y), an thus
X1  n 
f^(!; y) = C(!) sin y ;
n=1
L

and by performing the inner product, we obtain:

Z  
2 L^ n
C(!) = f (!; y) sin y dy:
L 0 L
The solution u(x; y; t) can be retrieved by performing the inverse Fourier transform
as:
X1 n2 2  
2 ¡ t n
u(x; y; t) = F ¡1fu^(!; y; t)g = F ¡1fC(!) e¡! tg e L2 sin y :
n=1
L

Exercise 7.48. Let be the strip (¡1; 1)  (0; 1) in the xy-plane. Consider the following
heat problem in
8
>
< ut =
u
> on
u(x; 0; t) = u(x; 1; t) = 0 B:Cs: :
>
> u(x; y; 0) = sin(y)
: I:C:
1 + x2

a) Find an integral solution for the problem.

¡ 1 1

b) Show that u 0; 2 ;  is equal to
  Z 1 ¡  z2
1 1 e 4
u 0; ; =e ¡
dz:
2  0 1+z
2

Exercise 7.49. Let be the strip (0; 1)  (¡1; 1) in the xy-plane. Determine and integral
solution for the following wave equation:
8
>
> utt =
u + (t ¡ 1) sin(x) on
>
<
u(0; y; t) = u(1; y; t) = 0 B:Cs:
:
> u(x; y; 0) = 0
> I:C:
>
: ut(x; y; 0) = 0 I:C:

The Laplace equation defined on a strip in the xy-plane can also be solved using
the Fourier transform method. Let be the same strip as above, and consider the
following Laplace equation:
8
<
u = 0 on
u(x; 0) = f (x) :
:
u(x; L) = g(x)

Taking the Fourier transform in x yields:

8
> 2
< u^yy(!; y) ¡ ! u^(!; y) = 0
> u^(!; 0) = f^(!) :
: u^(!; L) = g^(!)
54 Fourier Transform Method

This equation can be solved using the ordinary differential equations method,
resulting in:
 
g
^ (!)
u^(!; y) = f^(!) cosh(!y) + ¡ f^(!) coth(!L) sinh(!y):
sinh(!L)
The solution u(x; y) is retrieved by performing the inverse Fourier transform F ¡1.
Exercise 7.50. Solve the heat problem ut =
u on the strip 0 < y < 1, ¡1 < x < 1 subject
to the boundary condition
(
u(x; 0; t) = 0
1 ;
u(x; 1; t) = 1 + x2

and the initial condition u(x; y; 0) = 0.

Problems
Problem 7.34. Let be the upper half-plane y > 0. Solve the following heat problem:
8
< ut =
u
> on
u(x; 0; t) = e ¡jxj
:
>
: ¡x2 ¡ y 2
u(x; y; 0) = e

Problem 7.35. Solve the following heat equation on the upper half plane y > 0
8
< ut =
u
>
uy(x; 0; t) = 0 :
>
: u(x; y; 0) = e¡jxj e¡y

Problem 7.36. Let be the half-plane y > 0. Consider the Laplace equation


u = 0 on
:
u(x; 0) = f (x)
The solution in the convolution form is:
Z 1
y f (z)
u(x; y) = 2 + (x ¡ z)2
dz:
 ¡1 y

At first glance, it may seem that lim u(x; y) = 0. However, this assumption is not true. Sketch
y!0
the graph of the solution u(x; y) for y = 0.1; 0.05; 0.01 if f (x) = e¡jxj and explain the converges
of the solution to f(x).
Problem 7.37. Write the solution of the following heat problem defined in the quadrant x > 0,
y > 0 in the integral form 8
>
> ut =
u
>
<
u(0; y; t) = f(x)
:
>
> u(x; 0; 0) = 0
>
: u(x; y; 0) = g(x; y)

Problem 7.38. Let be the strip f(x; y); 0 < y < 1g

a) Show that the solution to the Laplace equation


u = 0
u(x; 0) = 0; u(x; 1) = (x + 1) + (x ¡ 1)
is Z
2 1 sinh(!y)
u(x; y) = cos(!) cos(!x) d!:
 0 sinh(!)
7.6 Higher dimensional problems 55

b) Find a solution if the boundary condition changes to u(x; 1) = (x + 1) ¡ (x ¡ 1).
Problem 7.39. Solve the following heat problem in the strip = f(x; y); 0 < y < 1g
8
< ut =
u
>
>
u(x; 0; 0) = u(x; 1; t) = 1 :

>
>
: u(x; y; 0) = 1 ¡1 < x < 1
0 otherwise

Problem 7.40. Find the convolution solution to the following Poisson equation on : f(x; y);
y  0g 

u = f (x)
;
u(x; 0) = 0
where f (x) is the function 
¡1 ¡1 < x < 0
f (x) = :
1 0<x<1

Problem 7.41. Let f (x); x 2 (¡1; 1) be a continuous function with the Fourier transform
f^(!). Consider the following heat equation
(
ut = uxx + et f (x)
1 :
u(0; x) = 2 f (x)  e¡jxj

a) Show that the solution of the above equation can be in the form
u(t; x) = f (x)  g(t; x):
What is g(t; x)?

b) Assume that f(x) = 1 ¡1 < x < 1
0 otherwise
. What is u(t; x) for x > 1?

Problem 7.42. Consider the following equation on x 2 (¡1; 1)

(
utt = c 2 uxx + (t) f (x)
;
u(0; x) = 0; ut(0; x) = 0

where  is the Dirac delta function and f(x) is a continuous function.

a) Show that the solution can be written in the following convolution form (as long as the
convolution exists)
u(t; x) = (f  g)(x);
for some constant and function g. Determine ; g(x).
b) Show that the convolution can be calculated as follows
Z b(t;x)
(f  g)(x) = f (y) dy:
a(t;x)

What are functions a(t; x); b(t; x)?

56 Fourier Transform Method

7.7 Appendix

7.7.1 A proof of the theorem (7.3)

If f is integrable, then f^ is continuous: Fix !, then for any " =
/ 0, we have
Z
lim f^(! + ") = lim f (x)e¡i!xe¡i"x dx:
"!0 "!0 R

Since f is integrable, the dominant convergence theorem allows us to pass the limit
inside the integral and write
Z
lim f^(! + ") = f (x) e¡i!x lim e¡i!" dx = f^(!):
"!0 R "!0

Now we prove that f^(!) is differentiable with respect to !. Fix ! and write:
Z
f^(! + ") ¡ f^(!) e¡i"x ¡ 1
= f (x) e¡i!x dx:
" R "
Using the mean value theorem, we can write
e¡i"x ¡ 1
= xe¡ix"0;
"
for some "0 in the interval (0; ") if " > 0 (alternatively, ("; 0) is " < 0). Thus,
Z
f^(! + ") ¡ f^(!)
= ¡i xf (x) e¡i!x e¡ix"0dx
" R

The condition of the exponentially decay of f at infinity implies that there is R > 0
such that
jf (x)j  e¡ jxj
; jxj > R;
for some constants ; > 0. Note that this implies the function g(x) = xf (x) to be
integrable and piecewise continuously differentiable. We have
Z Z Z
lim xf (x) e ¡i!x ¡ix"0
e dx = xf (x) e ¡i!x
lim e ¡ix"0
dx = xf (x) e¡i!xdx:
"!0 R R "!0 R

Therefore,
Z
f^(! + ") ¡ f^(!)
lim = ¡i xf (x) e¡i!x dx = ¡iF fxf (x)g:
"!0 " R

Since xf(x) is integrable, F fxf (x)g exists.

Exercise 7.51. If f (x) decays exponentially at infinity, the function gn(x) = xnf (x) is
integrable.

7.7.2 A proof of the Fourier theorem

We need the following Fubini theorem
7.7 Appendix 57

Theorem 7.6. Assume that f (x; y) is an integrable function, i.e.,

ZZ
I= jf (x; y)j dA < 1:
R2
If integrals
Z Z  Z Z 
I1 = f (x; y) dx dy; I2 = f (x; y) dy dx;
R R R R

exist, then I1 = I2.

We also need the following lemma.

Lemma 7.1. (Lebesgue-Riemann) Assume that f (x) is a piecewise continuous

and integrable function. We have the following relation:
Z 1
lim f (x) sin(nx) dx = 0:
n!1 ¡1

In fact, we have
Z 1 Z 1  
1 x ¡ix
f^(n) = f (x) e ¡inx
dx = f e dx:
¡1 ¡1 n n

The dominant convergence theorem allows us to write

Z 1   Z 1  
^ 1 x ¡ix 1 x ¡ix
lim f (n) = lim f e dx = lim f e dx = 0:
n!1 n!1 ¡1 n n ¡1n!1 n n

Now we can prove the Fourier theorem.

Theorem 7.7. Assume that f is an integrable ans piecewise continuously differen-

tiable function. Then we have
Z n
1 1
lim f^(!) ei!x d! = [f (x+) + f (x¡)]:
2 n!1 ¡n 2

For simplicity, we assume that f is C 1.

Proof. Since f^(!) is continuous, then for any n > 0, the integral
Z n
In(x) = f^(!) ei!x d!;
¡n

exists. On the other hand, we have

Z n Z  Z nZ
¡i!
In(x) = f () e i!x
d e d! = f () ei!(x¡) dd!:
¡n R ¡n R

By Fubini theorem, we can switch the integrals as

Z Z n 
i!(x¡)
In(x) = f () e d! d:
R ¡n
58 Fourier Transform Method

Note that: Z n
sin [n(x ¡ )]
ei!(x¡) d! = 2 ;
¡n x¡
and then Z
sin [n(x ¡ )]
In(x) = 2 f() d:
R x¡
By taking z = x ¡ , we obtain
Z
sin(nz)
In(x) = 2 f (x ¡ z) dz:
R z
We have
Z Z ¡1 Z 1
sin(nz) f (x ¡ z) sin(nz)
f (x ¡ z) dz = sin(nz) dz + f (x ¡ z) dz +
R z ¡1 z ¡1 z
Z 1
f (x ¡ z)
+ sin(nz) dz:
1 z
By the Lebesgue-Riemann lemma, we have
Z ¡1 Z 1
f (x ¡ z) f (x ¡ z)
lim sin(nz) dz = lim sin(nz) dz = 0:
n!1 ¡1 z n!1 1 z
We have also
Z 1 Z 1 Z 1
sin(nz) sin(nz) sin(nz)
f (x ¡ z) dz = [f (x ¡ z) ¡ f (x)] dz + f (x) dz
¡1 z ¡1 z ¡1 z
Z   Z  
z sin z z sin z
lim In(x) = 2 lim f x¡ dz = 2 lim f x ¡ dz =
n!1 n!1 R n z Rn!1 n z
Z
sin z
=2 f (x) dz = 2f (x);
R z

and this completes the proof.