Fourier Integrals and Fourier Transforms
Fourier Integrals and Fourier Transforms
Fourier Integrals and Fourier Transforms
2.1 Introduction
The concept of an infinite series dates back as far as the ancient Greeks
such as Archimedes (287-212 ø.c.), who summed a geometric series in
order to compute the area under a parabolic arc. In the eighteenth century,
power series expansions for functions like ex, sin x, and arctan x were
first published by the Scottish mathematician C. Maclaurin (1698-1746),
and British mathematician B. Taylor (1685-1731) generalized this work
by providing power series expansions about some point other than
x = 0.
By the middle of the eighteenth century it became important to study
the possibility of representing a given function by infinite series other
than power series. D. Bernoulli (1700-1783) showed that the mathematical
conditions imposed by physical considerations in solving the vibrating-
string problem were formally satisfied by functions represented as infinite
series involving sinusoidal functions. In the early 1800s, the French
physicist J. Fourier* came across similar representations and announced
* Jean Baptiste Joseph Fourier (1768-1830) is known mainly for his work on the
representation of functions by trigonometric series in his studies on the theory of heat
conduction. His basic papers, presented to the Academy of Sciences in Paris in 1807 and
1811, were criticized by the referees for a lack of rigor and consequently were not published
then. However, when publishing the classic Théorie analytique de la Chaleur in 1822, he
also incorporated his earlier work almost without change.
37
f(x) _ C n xn (2.1)
n=0
where
C„ = f (»(0)/n!, n = 0,1,2,...
Power series such as this are useful for numerical calculations in addition
to various other uses. If the function f is periodic with period 2p, it may
have a Fourier series representation*
f(x) = 1 a + n=i P
j (anCOS n + basin
P
—j
Pl
(2.2)
where
I IP nart
a n = p J f(t)cos P dt, n = 0,1,2,... (2.3)
P
and
1 f'p nart
b„p f(t)sin p dt, n = 1,2,3,... (2.4)
or
P
nlr(t – x)
f(x) = 2
p
fp f()dt + 1 J f(t) ^ cos dt (2.5)
p' n=1 P
so that
lim 2 v
p P f(t)dt = 0
f(x) = lim i
f v/As
fo-
cos[s(t - x)]ds
in the limit as is - 0. While this does not mean that the limit of the
series in (2.8) is defined to be the above, we may take, under appropriate
conditions on f, that (2.8) tends to the integral form
f(x) =1 Jf(t)
10 cos[s(t - x)]ds dt
-
(2.9)
Theorem 2.1 (Fourier Integral Theorem). If f and f' are piecewise con-
tinuous functions on every finite interval, and if
J If(x)Idx <00
then
* For a rigorous discussion and a precise statement of the conditions under which
(2.10) holds, see E. C. Titchmarsh, Theory of Fourier Integrals, Oxford: Clarendon Press,
1937.
t Right-hand and left-hand limits are defined, respectively, by f(x+) = lim
E o+
f(x + e)
and f(x ) = lim f(x — s). At points of continuity it follows that f(x ) = f(x+) = f(x).
- E -
The conditions listed in Theor. 2.1 are only sufficient conditions, not
necessary conditions. That is, there exist functions f that have valid
integral representations but which do not satisfy the conditions of this
theorem. Moreover, the conditions stated in Theor. 2.1 are not the most
general set of sufficient conditions that have been established over the
years. Nonetheless, these conditions are broad enough to cover most of
the functions commonly occurring in practice.
To emphasize the analogy between Fourier series and the Fourier
integral theorem, we rewrite (2.10) in the form
or equivalently,
where
and
B(s)
= -'-
I W f(t)sin st dt (2.13)
—1 1 x
Figure 2.1 Graph of f(x) = h(1 — jxl)
T
A(s) =—
1
I h(1 — IxD)cos sx dx = — 1 J ' 2cos sxsin
dx =
IT 1 ITS
s
and
B(s) = sin sx dx = 0
1
f o s's s ds = 2 (2.14)
* This, of course, is a standard integral result that can also be derived by the use of
complex variable theory. It is an important result that we will refer to on several occasions.
Si(z) = o
z
r
sin t
dt (2.18)
A(s) _f m
f(x)cos sx dx =
fO f(x)cos sx dx (2.19)
and
A(s)cos f(x)
sx ds (2.21)
= fo-
x
-I
1 2 X
Figure 2.3 Graph of f(x) = h(or/2 — x) cos x, x> 0
EXERCISES 2.2
1. By using the result of Eq. (2.14), show directly that
(a) f
°° sins cos s Ir
o
s ds = 4
2. If
f(x) = j0, x<0
l e x,
- x>0
(a) show that
1 cos sx + s sin sx ds
f (x)= —I
7r o s2+1
(b) Verify directly that the above integral representation converges
to the value 1/2 at x = 0.
3. Find an integral representation for
I — (ó sin x z x cos x^
J 3 cos 2x dx
2 s 3 sin sx
(b) e - Xcos x = jo s4 + 4 ds, x> 0
In Probs. 14-17, obtain the Fourier cosine and Fourier sine integral
representations of the given function.
0<x<p,K>0
14. f(x) = {K,
0, x > p
1 —x, 0<X<1
15. f(x) =
0, x>1
0<x<1
17 f(x)—{' x>1
18. Determine whether or not the following functions are absolutely
integrable on the entire real axis.
lXi < 1 (b) f(x) = I 1, lxI < 1
(a) f(x) = f I1 + X^,
lxi > 1 1/xz, lxi > 1
s in
(c) f(x) = e lxl - (d) f(x) =
x
sin x l z
(e) f(x) = (
x J
or equivalently,
lim J f(t)e °" dt = 0
Proof• We will present the proof only for the case when f is continuous
and has a bounded derivative f' on the real axis. A slight modification
of the proof is required for the case whenf has some finite discontinuities.
Using integration by parts over the finite interval — p <_ t s p, we
get
A- - - P
1 sin ^t
lim - f(x + t) dt = f(x)
a — 00 ir -- t
1 (- sit t d
t
=1
this last result following from (2.14). Hence, to prove the lemma we wish
to show that
P rf(x + t) - f(x)] sin At dt = 0
um-1-
;—,00 7r J P IL t
The function [f(x + t) - f(x)]/t is piecewise continuous for all
t * 0, and at t = 0, we find that
limf(x + t) - f(x) = f , (x)
t ->o t
1 f A J f(t)cos[s(t - x)]dt ds =
— o
1 f f(t) j cos[s(t - x)]ds dt
o
sin A(t - x)
=-1 J 00 ƒ(t) dt
t-x
sint At
_- J^f(x+t) dt
1 °°
1 o f(t)cos[s(t — x)] dt ds = f(x) (2.24)
EXERCISES 2.3
1. Prove that
sin At
(a) lim P
Ä -- o J dt = 7 r
t 2
in At
(b) lim I 0 dt = 7 r
A-- f P t 2
2. Based on Lemma 2.1, show that if f and f' are piecewise continuous
on (0, p) and (— p,0), then
P
sin Xt
(a) lim— f(x + t) dt = f(x)
x .^o Tr o
- t
3. Prove Theor. 2.1 for points of finite discontinuity of f, i.e., prove that
f(x) = 1 JJ
— f(t)cos[s(t — x)] dt ds. (2.25)
Through the use of Euler's formula, cos x = 2(e" + e - 'x), we can express
(2.25) in terms of complex exponential functions. That is,
f(x) =
-7 JF -
f(t)cos[s(t — x)]dt ds
e-;str
f(t) [ e is(t_1) + x>]dt ds
2Tr Jo J
27r 1T 00 f -
f(t)eL«
dt ds
or
and
* Unless stated otherwise, we will generally assume that both t and s are real variables.
f(x) = fo A(s)cos sx ds
.c{f(t);s} =
J fa f(t)cos st dt = Fc(s), s > 0 (2.34)
Hence, we see that the Fourier sine transform and its inverse are also
exactly the same in functional form.
If the function f is neither even nor odd, but defined only for t> 0,
then it may have both a cosine transform and a sine transform. Moreover,
the even and odd extensions of f will then have exponential Fourier
transforms. To see the relations between these various transforms, let
us construct the even extension off by setting
fe(t) = .f(ItI), —00 < t < 00 (2.39)
The Fourier transform of fe (t) leads to
Lf,2(0;S} = _ I J_ oofe(t)e,st dt
= 1 cos st dt + i 1 I fe (t) st dt
a I fe(t) V21r
_ Jo f(t)cos st dt
from which we deduce
{ f e (t);s} = O' c{ f(t);s}, — cc < s < 00 (2.40)
Based on (2.40), it is clear that the Fourier transform and cosine transform
of an even function give identical results. In particular, their transforms
are even functions of s (see Prob. 20 in Exer. 2.4). The odd extension
off is constructed by setting
f0(t) = f(t)sgn(t), —cc < t < cc (2.41)
S{fo(t);s} = 1 J— f0 (t)e' dt
2ir °° 0
_ I Jf 0 % ss t dt + i 1 fo(t)sin st dt
2^r V2n
= i Jo f(t)sin st dt
I J
= o e - °`cos st dt = s2
a
az , a > 0 (2.44)
and
s
J = o e °` sin st dt =
- sZ + a2 9 a > 0 (2.45)
a a o
f
I = — s °° e °` sin st dt = 1 SJ
a a
- —
and
J = (s /a)I
Solving these last two equations simultaneously for I and J yields the
results given by (2.44) and (2.45).
Example 2.3: Find the Fourier transform of e - ° 1 ", a > 0.
_ f
-
e - °`cos st dt
g{e - aJ tJ;s} =
J 2Tr
s +a
2
,
a 2 a>0
J
- °l`I dt =J 2 a z ,
s +a '
a >0 (2.46)
2
+ a2 ;t)) } = j s 2e +a 2 dS = 1
2ay2
e % aIi a>
(2.47)
Moreover, by interchanging the roles of t and s in (2.47), and taking the
complex conjugate of the resulting expression (which is real in this example
since we are dealing with even functions), we now deduce the additional
Fourier transform
11'r
{ t2 + a2 ,s J = ^ _ / 2 e - °^ 5 ^, a > 0 (2.48)
In this fashion we see that the evaluation of a single Fourier transform
has the effect of giving us two transform relations from each integral.
It can be shown that both (2.44) and (2.45) are uniformly converging
integrals on any closed intervals for which a is positive and all closed
intervals involving s. Related integrals which can be formally derived by
differentiating or integrating (2.44) and (2.45) with respect to either pa-
rameter, a or s, can also be shown to converge uniformly. This means
that we can formally differentiate or integrate both sides of (2.44) and
(2.45) to produce new integral relations which can then be related to
other integral transforms. Consider the following examples.
Example 2.4: Find the Fourier sine and cosine transforms of te - a t ,
a > 0.
and
s{te
-°t
;s} = ^ + a ,
(s2 2 2) a>0
and
_ 2 a — s2
gC{te -at;s} 2 Z 2, a>0
7r(s +a)
Example 2.5: Find the Fourier sine transform of (1/t)e °`, a > 0. -
°`sin st dt = I° sZ +
fo t e
-
- az da
= - -tan 'a -
2 s
^s
=tan —
a
Thus, it follows that
jl 2 s
e - °`;s tan-` —, a>0
t zr a
J's{1/t;s} = _ / 2 (2.49)
This result is only a formal result since neither 1/t nor ß/7r/2 satisfy the
conditions of the Fourier integral theorem. Nonetheless, it can be useful
to treat (2.49) as a limiting case of the transform relation given in Exam.
2.5. Using (2.43), we obtain the similar relation*
Jv{l/t;s} = i\/or/2 sgn(s) (2.50)
* Formal results like (2.49) and (2.50) are discussed in more detail in Sec. 2.8.
= 1 e
a\/21T
s/ a
- 2 4 2
J —
e - '2 dx
—_ 1 e -S 2 "4" 2 r(1/2)
a 27r
which says that the function e - `2/2 is self-reciprocal, i.e., it is its own
transform.
EXERCISES 2.4
1. Given the following functions, develop the even and odd extensions,
fe (t) and fo(t), respectively:
(a) f(t) = e a' - (b) f(t) = e ` sin t - 2
5. 1(t) =
1,
0,
1
Iti<b
otherwise
6.
1
f( t) =
sint,
0,
t
0<t<Tr
otherwise
7. 8. f(t) =
f(t) 5t 2 + 1 t2 + 7
t 1—t2
9. f(t) 10. f(t) = (t2 + 4) 2
= (? + 4)Z
13. Given the triangle- function f(t) = (1 — iti)h(1 — Its), show that
7 sin2(s/2)
(a) 3W{f(t);s} = V2 1T s2
S^Vt;sI - ^I /t _ Vs
15. Use the result of Exam. 2.6 with a = (1 — i)/2 to derive
15.
(a) Jw{cos(t2/2);s} = 1= [cos(s2 /2) + sin(s2/2)]
20. Prove the following properties of the Fourier transform for real func-
tions f(t):
(a) If f(t) is even, then F(s) is real and even.
(b) If f(t) is odd, then F(s) is imaginary and odd.
(c) If f(t) is neither even nor odd, then F(s) has an even real part
and an odd imaginary part.
* C(x) and S(x) are the Fresnel integrals (see Sec. 1.3.2).
F(s) = T
1 00 e"'ƒ(t) dt (2.53)
Thus, there is only one transform function F(s) associated with each
function f(t). However, if f(t) and g(t) are two functions that are identical
everywhere except at certain isolated points, then both f(t) and g(t) will
have the same transform, say F(s). This means that the inverse transform
of F(s) can be either f(t) or g(t). Of course, the distinction between
functions that differ only at isolated points is mostly of academic interest
and has little effect in practical applications. If we agree to define a
function at a point of finite discontinuity as the average of its left-hand
and right-hand limits, then f(t) is uniquely related to F(s) by the inverse
transform relation
it follows that
. {C,f(t) + C2g(t);s} = C,F(s) + C 2 G(s)
- '{C,F(s) + C2 G(s);t} = C,f(t) + C 2g(t)
= C l 1= f(t) dt +
+
V2 f e`S` g(t) dt
= C,F(s) + C 2 G(s)
A similar argument proves the inverse transform linearity property. n
If a > 0, then
{f(at);s} _ J e"'f(at) dt
_ 1 eiucs/o) f(u) du
-- — aV2 ir
where we have set u = at. Thus, if F(s) is the Fourier transform of f(t),
we have just shown that
{f(at);s} = (1/a)F(s/a), a > 0 (2.55a)
{ a 2 + t 2 ;s / 1—1
sin b a 2 + t2 — ' / 2 Jo (\/b2a2 — a 2s 2), las < blat
0, last > blat
Ist < b
{ 0, Isl > b
2.5.1 Shift Properties
Multiplication of either f(t) or F(s) by a complex exponential causes a
shift in the transform variable upon completing the integration of the
transform or inverse transform. More precisely, we have the following
theorem.
Theorem 2.3 (Shifting property). If f(t) and F(s) are Fourier transform
pairs, then
(a) 9{e'° f(t);s} = F(s + a)
(b) {f(t — a);s} = eias F(s)
= fit — la)
from which we deduce
JW{f(t — a);s} = e r°s F(s) M
Example 2.8: Find the Fourier inverse transform of 11(5 2 + ias + b),
b>0.
* Note that Theor. 2.3 implies that 9 '{F(s + a);t} = e'°`.# '{F(s);t}.
-
S7 {f'(t);s} = :;
J eis f'(t) dt
= 1 f(t)e,st
- f e;s' f(t) dt
2Sr _- ^/2^r J —
where we have employed an integration by parts. Now if f also satisfies
lim f(t) = 0
III-- o
we then obtain
f{ f'(t);s} = -isF(s) (2.57)
where F(s) is the Fourier transform of f(t). By repeated application of
(2.57), we can prove the following more general result.
Theorem 2.4 (Differentiation property). If f, f', ..., f ') are continuous
everywhere and absolutely integrable, f" is piecewise smooth and ab-
)
ItI—=o frj— —
then
JW{f(")(t);s} = (-is)' F(s), n = 1,2,3,...
where F(s) is the Fourier transform of f(t).
In the case of the cosine and sine transforms, the above results are
somewhat different. For example, in the case of the cosine transform
we use integration by parts to obtain
c{ f'(t);s} = 2/7r
10 f'(t)cos st dt
,
(see Prob. 9 in Exer. 2.5). For second derivatives, we are led to the
relations
Vic{ fri(t);s} _ — s 2 Fc(s) (2.60)
— \/2 /^ f '(0)
and
s{f"(t);s} = —s 2Fs (s) + ß/2/7r sf(0) (2.61)
the verification of which is left to the exercises (see Prob. 10 in Exer.
2.5). These last two formulas give us some indication of which transform
— cosine or sine — to use in a particular application. That is, in any
problem in which f(0) is known but f'(0) is not known, we should use
the Fourier sine transform of f"(t). In the same way, if f'(0) is known
rather than f(0), the Fourier cosine transform should be used.
If the transform of f(t) is F(s), then the transform of tmf(t), m =
1,2,3,..., can be found by repeated differentiation of F(s). To see this,
let us start with the Fourier integral
and formally differentiate both sides with respect to s. This action yields
Of course, the validity of (2.63) requires that the transform of tf(t) exist.
Continued differentiation of (2.62) with respect to s leads to
F (m) () _ 1 r — eist
[(it) mf(t)] dt, m = 1,2,3,... (2.64)
EXERCISES 2.5
1. If f(t) is a real function with transform F(s), show that the complex
conjugate of F(s) satisfies
F(s) = JW{f(t);—s}
2. If f(t) is a complex function with transform F(s), show that the
complex conjugate of F(s) satisfies
F(s) = 9{ f(— t);s}
5. Show that
(a) 3Wc{f(t)cos at;s} = 2[Fc (s + a) + F(s — a)]
(b) s{f(t)cos at;s} = 2[Fs (s + a) + Fs (s — a)]
6. Show that
(a) Fc{f(t)sin at;s} = fFS(s + a) — Fs (s — a)]
(b) 3rs{f(t)sin at;s} = 2[Fe(s — a) — F(s + a)]
7. Use the results of Probs. 5 and 6 to show that
2 as z + 2a 3
(a) . F c{e - °`cos at;s}
=
, a>0
^ 7r S 4 + 4a 4
2 2a 3 - as 2
(b) c{e - a l sin at;s} = /; a>0
5 4 + 4a 4 '
8. Use the results of Probs. 5 and 6 to evaluate
(a) Jw s{e - °`cos at;s}, a>0
(b) 9s{e - a , sin at;s}, a>0
where we have replaced the cosine function with its power series
representation. The substitution t = a sin 0 in the above integral
leads to
l o (a2 _ t2) 1/2 t2k dt = a2p+2k
fo cos 2p 8 sin 2k0 dO
= a 2p+2k r(P + 2)r(k + 2)
2r(p +k+ 1)
by use of Eq. (1.11) (see Chap. 1). Next, employing the duplication
formula of the gamma function [see (G7) in Sec. 1.21
\/Irr(2z) = 22z-1 r(z)r(z + Z)
we find that
=
c{(a2 — t2)p-1/2h(a — t);s} a2pr(P + 2) (— 1 ) k r(k + I (a s)2k
V2r (2k)! r(k + p + 1)
k (as/2)2k+p
= 2 p 1/2 r(P + 4)(a/ s) E ( 1 1) + p + 1)
"
k=0 k.r(k
This last power series is recognized as the Bessel function J(as) (see
Sec. 1.4), and thus we have our result
* The power series in such cases must converge everywhere.
s {t" - ';s} = _ /? (
F a) sin(ira/2), s >0,0< a < 1 (2.68b)
1T s"
—
Let us define the complex function f(z) = z" - ' e SZ and integrate it around -
the closed contour shown in Fig. 2.4. From Cauchy's integral theorem
(Theor. A.1 in Appendix A), it follows that
f c f (z)dz = 0 (2.69)
or
1CP f(z)dz +R
f f(x)dx + L' f(z)dz + f R .f(iy)d(iy) = 0 (2.70)
f o -
x" `e Sxdx = s-"
- -
f
o
e R u" ' du
- -
= s "I'(a)
-
Jo y
"-1 e - sydy =
, rsa e ir"n
) -;
(2.73)
k=1
where L,, L2 , ..., L,n + , are the straight line segments along the x axis
and C l , C2 , ..., Cm are small semicircles with centers at the simple poles
b 1 , b 2 , ..., bm . In the limit as R — and the radii of the small semicircles
tend to zero, we obtain
m n
lim
R- — C1
JI zedz
Z =0
X
—R b, b2 bm R
Figure 2.5 Contour of integration
{ f(t);s} = i\ EN i
Res{ sz
f(— z)e ;a k}
k=1
+ Res{f(—z)e-isZ;ßk}
2k =1 J (2.77)
where s < 0. Here a,, a2 , ..., aN are the poles of f( — z) in the upper
half-plane and f3, ß 2 , ..., ß M are simple poles of f(— z) along the real
axis.
For calculating inverse Fourier transforms by this method, we simply
observe that the cases corresponding to positive and negative t are the
reverse of those for positive and negative s as a consequence of the fact
that the kernel of the inverse transform is the complex conjugate of the
kernel of the transform.
and
Res{f(z)e` z;ik} = lim (z —ik)f(z)e` z = — e -ks /2k 2
z —ik
From (2.76), we now have
1 1 e-ks
+ k2);s = i^/27r (2k
{
t(t 2 2 — 21cz
(1 — e-ks), s > 0
= ^2 /c 2
—e klsl )sgn(s)
j t(t2 + k 2) ;s 1 = y 2 k2(1
Example 2.12: Find the inverse Fourier transform of F(s) =
1/(s 2 + ias + b), a > 0, b > 0.
Solution: By definition,
1 °°
{F(s);t} = e-"S F(s) ds
__ 1 J e"SF(—s) ds
z i =2(a+Va 2 +4b)
z 2 =2(a—\/a 2 +4b)
Clearly, z 1 lies in the upper half-plane while z 2 is in the lower half-
plane. Calculating the residue at z = z 1 leads to*
eitz I e—(a+ a)t/2
Res{F(— z)é `z ;z,} = I =
2z — ia Z=Z , i\/a2 + 4b
and thus we have
1
- ^{s 2 + ias + b' t
— 1 a2
2ir
1
F(z) =
z 2 + iaz + b
which has simple poles at z = z 3 and z = z4, where
Z3 = — (a + \/a 2 + 4b)
i
z4 = — (a — Va 2 + 4b)
* Recall that we previously found this inverse transform relation through use of the
shifting property (see Exam. 2.8).
f R
f(x)dx +
Ic_ ,
f(z)dz + ff(z)dz + J f(z)dz = 2ae (ia - s )7r/Z
C3 Co
e(a+is)x
= (^(ia-s)a
f R cosh x
dx
-^ cosh x
or
IT
(ia — s)Ir ]
coshr
L 2
By splitting this last expression into real and imaginary parts, we get
°° cosh ax sinh ax
sx dx + i — sin sx dx
-^ cosh x cos Cosh x
IT
and by comparing real and imaginary parts, and simplifying the algebra,
we deduce that
_ cos--cosh--j
cosh
Sc
{t
cosh at
' s } — ^2^ cos a7r + cosh sir'
air sir
^a^ < 1
sin j- sinh j
{
-
sinh at
cos air + cosh sir' Iai < 1
^S
cosh t ' s }
EXERCISES 2.6
1. Find the Fourier cosine transform of h(a — t), a > 0 and compare
this with Exam. 2.10 to deduce that
J 112(x) = 2 sin x
^ 7rx
P(t) n = 0,1,2,...
2 n! dt"[(t2 - 1)"1,
4. Show that
fs{t(a2 - t2 )P -312 h(a - t);s}
^;2
31s{e "`t 1 ';s} =
- - F(p) sin p8, a > 0, p > 0
Hint: Consider the integral of f(z) = zP 'e - '°'z around the contour
-
in Fig. 2.4.
8. Provide the details leading to Eq. (2.77).
In Probs. 9-14, use residue theory to find the Fourier transform of the
given rational function.
9.f(t)= 10.f(í)=t22+1
t2 +9
1
11.f(t) =ta 12.f(t)=tb+l
+l
(t +
13. f(t) =
4)
2 1 2 14. f(t) = t - 12
t(t + 1)
In Probs. 15-17, use residue theory to find the inverse Fourier transform
of the given rational function.
t'<
d2k eist
Hint: Observe that j = ? + 1 e is t dt = (-1)k dsZk tZ + 1 dt
J_=
19. Following the suggestion in Prob. 18, derive the Fourier sine transform
of t(? + 1) 'Jo(at).
-
1 C2
f(z)dz I 4ire'° - "R , R -- o0
;s J
{ = J /;r2 sech irs
= J I7r2 tank its
s sinh t
—R —p p R X
24. Sc s f
sink at ;sI
tinh Ir
=
1
T
sin a
21T cosh s + cos a' a
cosh at 1 1 sink s
25. = IT
s sink irt' s 1/2ir cosh s + cos a' aC
e -a ^ t1 ^s2 + a 2 + a 1 /2
26. s = ^ z ) , a>0
(s
21r + a2 )
27. {sint 5 } 1 I
1g+
s \
=lo
1-s
30.
s n b\/a 2 + tZ
a2 + t2 ,s }
l
' / 2 Jo(aVb 2 - s 2)h(1 - Is /bi)
i
's` f(u)g(t - u)
2r L f- du
e
dt (2.79)
j
– e' F(s)G(s) ds = f f(u)g(t – u) du (2.82)
f F(s)F(s) ds = J f(u)f(u) du
or
* In most cases of interest to us the function f(t) is real and thus f(t) = f(►).
(g of)(t) = —
1 J y g(t — v)f(v) dv
1
= ^/2zr ^f(v)g(t — v) dv
s(1 — is)' t
—is
;t} = V/2ae ` h(t)-
fill
Thus, using (2.81), we have
J2 e ` J- u l e"du, 1>1
0, t< — 1
or
^ 2 (1 — e ^r+n) Itl < 1
c_ 1 sin s
s(1 — is) ;t = t>1
0, t< — 1
I = f f(t)g(— t) dt
where f(t) and g(t) are the inverse Fourier transforms of F(x) and
G(x), respectively. Recalling Exam. 2.3, we see that
1 hr e-"Irl
1(t) = a _/ 2 and g(t) = b J e -blij
and using the fact that these are even functions, we deduce that
I = 2fo f(t)g(t) dt
= ?r f e -'"+b)'
dt
ab o
or
°° dx _ ir
(x Z + a 2)(x 2 + b 2) ab(a + b)
21 0
cos (st)Fc(s)Gc(s) ds = f °° f(u)g(It — uJ) du + I f(Iu)g(t —uI) du
f cos(st)Fc(s)Gc(s) ds =
ff f(u) [g(It — uI) + g(t + u)] du (2.90)
Without providing the details, we simply state that the following
convolution integrals can be derived in a likewise manner (see Exer.
2.7):
cos(st)F5(s)G5 (s) ds = 2
fo - J f(u) [g(u + t) + g(u — t)] du (2.91)
j o
sin(st)F(s)G(s) ds 2 fo f(u) [g(lu — tI) — g(u + t)] du (2.92)
EXERCISES 2.7
1. Verify the convolution integral (2.82) for
(a) f(t) = g(t) = h(1 — Iti)
(b) f(t) = g(t) = e `2/'2 -
^ t! sin t
and use this result to evaluate the Fourier transform of e
t
J-= (x 2 +a 2 ( 2 +b 2 ) ß a+b
5. Use the Fourier transform relation
to show that
ds =f If(u)I 2 du
Jo IFc(s)1 2
10. Derive Eq. (2.91) by replacing Gs(s) with its defining transform integral
and interchanging the order of integration.
11. Derive Eq. (2.92).
Hint: See Prob. 10.
12. Derive Eq. (2.93).
Hint: See Prob. 10.
13. For real g(t) = f(t), show that (2.91) leads to the Parseval relation
du
10 IFs(s)1 2 ds = o If(u)1 2
-^
sin 2 Jr(1 — a)r(v + 4)j o s" -°- 'J„(s) ds = J t - "(1 — t 2) 2 dt
V^
(b) Using properties of the beta function (see Prob. 21 in Exer. 1.2),
evaluate the integral on the right in (a) and deduce that
J o x
a--
vl
J(x) dx = r(v +
1 – a/2)'
0< <a 1,v > – 1/2
In Sec. 2.4 we stated that the Fourier transform F(s) is a bounded function
provided the inverse transform f(t) is absolutely integrable, i.e., provided
sw '{l;t} = 1 f e
- t (1) ds = V r 6(s) (2.97)
where JF(W)I is the spectrum amplitude function and /((o) describes the
spectrum phase.
The sinusoidal functions f(t) = cos coo t, which represents one of the
simplest waveforms possible, does not satisfy the condition (2.94), and
hence, does not have a Fourier transform in the strict sense. Yet, from
a purely physical point of view we know this waveform has a single
frequency component, or line spectrum, at w = Wo . This apparent con-
tradiction can be explained by recognizing that the function cos Co ot
cannot exist for all time – cc < t < cc as we assume in the formal
definition of the Fourier transform. Like all waveforms, the cosine
waveform exists for only some finite interval of time, and as such will
_
^ 2ir
i T
cos wt cos co o t dt
— ir 0
or
F(w) =
_ L r sin(w + w o)T + sin(w — Wa)T1 (2.99)
\/21r [.
W + CAD Cd — (00 ]
The graph of IF(co)i is shown in Fig. 2.7 for a fixed value of T. By allowing
T to become unbounded, it can be shown that the graph becomes more
and more narrow and peaked around W = m o and w = — w o . Hence, in
a formal sense we may consider the Fourier transform of cos coot for all
time as the limit
1 [ )
{cos Wot;u,} = lim
sin (wT
T—
+ coo
2ir W + á1p
+
sin()T
cw wo
—
W W
J (2.100)
provided this limit is meaningful.
In order to interpret the limit (2.100), let us recall that in the proof
of Theor. 2.1 (see Sec. 2.3) we established the limit relation
IF(w)I
— (o O cao
sin X(t — x)
I Jim = S(t — x) (2.102)
Ir ,ß_0o0 t—x
With this interpretation of the limit, we see that (2.100) gives the expected
result*
Jw{cos coot;cw} = \/?t/2 [S(w + wo) + S(co — Wo )] (2.103)
Hence, the notion of impulse functions is consistent with our previous
claim that the spectrum of cos w o t should be a single line at frequency
a, = wo (and from symmetry of the transform, a line also at w = — wo).
= i_ / 2 sgn(s)
9{sgn(t);s} _
I 21i
'hIS
Example 2.17: Find the Fourier transform of the Heaviside unit function
h(t).
h(t) = 2 [1 + sgn(t)]
Hence,
* We could also obtain (2.103) directly by writing cos m at = (e' °' + e - "'0')/2 and using
the formal relation (2.97).
S{sgn(t);s}
J{h(t);s} = 2 [S{l;s} +
J
2
= vI[&(s)+ 7rs
L]
where we are using (2.97)* and the result of Exam. 2.16.
Observe that, in Exam. 2.17, a superficial application of Eq. (2.57)
to S(t) = h'(t) would have resulted in
.3v{6(t);s} = — ism{ h (t);s}
leading to the incorrect transform relation
1
9{h(t);s} = —
is
That is, if sF(s) = sG(s), it does not follow that F(s) = G(s), but
rather that
F(s) = G(s) + k6(s)
where k is a constant. This is a consequence of the property s6(s) _
0 (recall Prob. 4a in Exer. 1.5).
2.8
1. Show formally that
(a) {6(t — a); s} _ ^^ eias
i j t ;s t =i\2 sgn(s)
show that by writing
1 (- 1)n-' d o-1 1
t o (n — 1)! dt n-1
it can be formally deduced that
- .s l = i 2
nis) ni
1)! sgn(s),
(
n = 1,2,3,...
7. If J
Jf(t) dt = F(0) 0
— i S(t)
(-1)kf k)(0)6(t)
(b) f(t)S (n) (t) = l 1
(s: )
integral)
i_V^I 2
15. S{^t^ - «sgn(t);s} = / 2 F(1 — a)IsI" ' sin[47r(1 — a)], - a>1
(a nonintegral)
where R(W) and X(w) are the real and imaginary parts of F(W) as given
in Eq. (2.104). We can immediately deduce from this that R(W) is an
even function and that X(w) is an odd function.
In the special case when f(t) is an even function, we see that
Thus,
and
R(w) 2 -
J iX(Y)
[i(w 2 Y)) dy
or
R(w) = 1 ° X(Y) dy
(2.129)
7r -oo w—y
Similarly, since
2R(w) = 1 f X(Y) ( w 1 y w + y ) dY
dy (2.132)
IT w —y
In the same manner, we can show that
X(w) = — 2w — R(y) Z dy (2.133)
IT fo w- y
EXERCISES 2.9
In Probs. 1-4, verify that the given functions satisfy the Hilbert transform
relations (2.129) and (2.130).
a
1.R(w) = — w2
+ a 2 ' X(w) w2 + a 2
1 — cos w — w sin w 9 X(w) = sin w — ^2 cos w
2. R(w) =
a(a2 + w 2 + 1)
3. R(w) = 2)2
(a 2 + + 2(a 2 — w 2) + 1
w(1 — a 2 — w 2)
=
X(w) (a2 + w2) 2 + 2(a 2 — w 2) + 1,a>0
(b) X( )w _ Jo
dy
^,z — yz
(c) X(W) Jo
^r
R'(y)log w + yl dy
Hint: Integrate by parts in the result of (b).
9. Let F(w) be a complex function of w that is analytic in the upper-
half w-plane and tends to zero as w - > 0. [The condition that F(w)
has no poles in the upper-half w-plane is equivalent to the causality
condition that the inverse transform of F(w) vanishes for t < 0.]
Then show that (2.129) and (2.130) follow by applying Cauchy's
integral theorem to the integral
I(ce 1 ) =
L F(w) dw,
—(w 1 —is)
s —* 0 +
;(w)
I x(t)2(t) dt = 0
11. Let x(t) be a real waveform which has no constant component. Show
that x(t) and its Hilbert transform z(t) satisfy the Parseval relation
I(t) =f a
b F(s)e"G(s ds
) (2.134)
and
followed by
F(^,-q,g) = (21r)-312
fJf e,ctx+,,y+^'
f(x,y,z)dx dy dz (2.149)
with a similar expression for the inverse transform. For reasons of the-
oretical tractability, one normally does not use Fourier transforms in
dimensions greater than two. Actually, even though physical systems all
have three-dimensions, we are often able to ignore one or two dimensions
in our analysis by using some reasonable simplifying assumption, such
as symmetry, and so on. The classical example where simplification to
one or two dimensions is not possible, however, is the problem of diffraction
of X-rays by crystals, which must be analyzed in three dimensions.
EXERCISES 2.10
In Probs. 1-3, verify the given asymptotic behavior of each integral.
1.
r' 1 Ilr
t e;,.a,
eus=ds--' t-+00
-
2. (
Jo
t
e
u ""-'
ds - E e' `
2t
(
4) t -> 00
f F(s)e ^^ccs^
ds - r(lm ) F(so) itG(s o) ± 2m
.' [ tIG(m)(s.)]'/mexp
J(x) 00
'13' n
— 2 21 3 1 6irn
' 1
9. '
1 0
e ;`(s_S;° S) ds
10. fo sin[t(s + 6s 3 -
sinh s)]cos s ds
11. Show that
(a) w 1 f e _ia2 u 1
2
du = a
I l f Vu dv
2
o
cos v
i o Vu
sin v
v
dv
V
(b) From (a), deduce that
± 2U2 du = 1 e14
2%Í f e jai
12. Show that
where
21r -