Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Mathematical analysis 3

n
Chapter 2 : Integral transformations

te
Part 1: Fourier transform
es
il

2023/2024
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Introduction
For all y ∈ R, eiy = cos(y) + i sin(y).

n
For any function g : R → C, we have
lim g(t) = 0 ⇐⇒ lim |g(t)| = 0.

te
t→±∞ t→±∞

For any function g : R → C, the integral

Z +∞
g(t)dt
−∞
es
converges if and only if the integrals
Z +∞ Z +∞
Re(g)(t)dt and Im(g)(t)dt
−∞ −∞
converge, and
Z +∞ Z ∞ Z +∞
il
g(t)dt = Re(g)(t)dt + i Im(g)(t)dt.
−∞ −∞ −∞

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

The space L 1

n
Definition and notation

te
We define
½ Z ∞ ¾
L 1 (R) = f , f : R → C , piecewise continuous, |f (t)|dt < ∞ .
−∞
Z +∞
es Z +∞
|f (t)|dt < ∞ means that |f (t)|dt converges.
−∞ −∞
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

The space L 1

n
Example. Let a > 0 and
(
t2 if t ∈ [−a, a],

te
f (t) =
0 elsewhere.

Since
f is piecewise continuous on R,
es
we have +∞ Z a
2
Z
|f (t)|dt = t2 dt = a3 < ∞.
−∞ −a 3

Thus f ∈ L 1 (R).
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

The space L 1

f (t) = e−a|t| .

n
Example. Let a > 0 and
We have
1) f is continuous on R.

te
2) We have
Z +∞ Z +∞ Z 0
|f (t)|dt = |f (t)|dt + |f (t)|dt.
−∞ 0 −∞
es Z +∞ Z +∞
|f (t)|dt = e−at dt
0 0
1 −at R 1
· ¸
= lim − e = .
R→+∞ a 0 a
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

The space L 1

n
and Z 0 Z 0
|f (t)|dt = eat dt

te
−∞ −∞
· ¸0
1 at
= lim e
R→−∞ a R
1
= ,
es a
thus Z 0
Z +∞ Z +∞ 2
|f (t)|dt = |f (t)|dt + |f (t)|dt = < ∞.
−∞ 0 −∞ a
Therefore, f ∈ L 1 (R).
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF

n
Definition
Let f ∈ L 1 (R). The Fourier transform of f , denoted Ff or f̂ , is given by:

te
Z +∞
Ff (x) = e−ixt f (t)dt.
−∞

Remark
es
Depending on the application domain, we have other equivalent definitions
of the Fourier transform with the sameZproperties up to a multiplicative
1 +∞
factors:
F (f )(x) = p f (t)e−ixt dt
or 2 π −∞
Z +∞
F (f )(x) = f (t)e−i2πxt dt.
il
−∞

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF

n
Proposition
Let f ∈ L 1 (R). The Fourier transform Ff is a well-defined, bounded

te
(i.e., its modulus is bounded), and continuous function.

Remember that: If f ∈ L 1 (R), then:

Z +∞ Z +∞ Z +∞
Ff (x) = e−ixt f (t)dt = cos(xt)f (t)dt − i sin(xt)f (t)dt.
es
−∞ −∞ −∞

Proposition
Let f ∈ L 1 (R). Then lim F (f )(x) = 0.
il
x→±∞

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF

n
Example.
( of the function f defined on R by

te
Determine the Fourier transform
1 if |t| < 3,
f (t) =
0 if |t| > 3.

Answer: First, let’s show that f ∈ L 1 (R). We have:

es
f is piecewise continuous on R.
Z +∞ Z 3
|f (t)|dt = 1dt = [t]3−3 = 6 < ∞, which is convergent.
−∞ −3
Thus, f ∈ L 1 (R) and Ff exists.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF
Calculation of Fourier transform of f : We have

n
Z +∞ Z 3
Ff (x) = e−ixt f (t)dt = e−ixt dt.
−∞ −3

te
Case 1: x , 0:
−1 −1 2
Ff (x) = [e−ixt ]3−3 = (e−3ix − e3ix ) = sin(3x).
ix ix x
Case 2: x = 0:
es Ff (0) = 6
2
(also, Ff (0) = lim Ff (x) = lim sin(3x) = 6).
x→0 x→0 x
Conclusion: (
2
sin(3x) if x , 0,
il
Ff (x) = x
6 if x = 0.
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF
Example.

n
Let f (t) = e−|t| , ∀t ∈ R. Determine the Fourier transform of f .

te
Answer. We have
Z +∞
F (f )(x) = f (t)e−ixt dt
−∞
Z 0 Z +∞
= e−(ix−1)t dt + e−(ix+1)t dt
es −∞ 0
−1 −(ix−1)t 0 −1 −(ix+1)t t→+∞
· ¸ · ¸
= e + e
ix − 1 t→−∞ ix + 1 0
1 1
=− + .
ix − 1 ix + 1
il
Therefore, F (f )(x) = x22+1 .
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier transform TF

n
Proposition
Let f ∈ L 1 (R).

te
If f is even, then Ff is even and we have
Z +∞
Ff (x) = 2 cos(xt)f (t)dt.
0
es
If f is odd, then Ff is also odd and we have
Z +∞
Ff (x) = −2i sin(xt)f (t)dt
0
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

n
Theorem
If f ∈ L 1 (R), differentiable at the right hand and the left hand of a

te
point t then
Z R
1 1
lim eixt F (f )(x)dx = (f (t+ ) + f (t− )).
R→+∞ 2π −R 2

Moreover, if
es
Z +∞
eixt F (f )(x)dx converges, then
−∞

1
Z +∞ 1
F (f )eixt dx = (f (t+ ) + f (t− )).
2π −∞ 2
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

n
Remark
We have

te
Z +∞ Z R
g(x)dx converges ⇒ lim g(x)dx exists.
−∞ R→+∞ −R

However, the converse is false. Counter-example:

es
Z R Z +∞
lim xdx = 0 and xdx doesnot exist.
R→+∞ −R −∞
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

Example.

n
Apply the Fourier inversion theorem to the function f (t) = e−|t| to find
the value of the integral Z

te
+∞ 1
cos(xt)dx.
0 x2 + 1
¯ ¯
We have F (f ) = x22+1 and |eixt F (f )(x)| = ¯ x22+1 ¯ = x22+1 , and
¯ ¯
es Z +∞ 1
2
dx
−∞ x + 1
converges. Therefore,
Z +∞
eixt F (f )(x)dx
il
−∞
converges.
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

Thus, by the Fourier inversion theorem,

n
1
2 ixt
Z
1∞
e dx = (f (t+ ) + f (t− )),
−∞ x 2 2π
+ 1 2

te
where f is continuous on R,
1
Z +∞ 2
eixt dx = e−|t| .
2π 2
−∞ x + 1
However,
es
Z +∞ 1
Z +∞ 1
Z +∞ 1
ixt
2
e dx = 2
cos(xt)dx + i 2
sin(xt)dx,
−∞ x + 1 −∞ x + 1 −∞ x + 1

so (by parity),
+∞ 1 π
Z
il
cos(xt)dx = e−|t| .
0 x2 + 1 2
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

n
te
Definition
The inverse Fourier transform of a function F is a function given for
all t by
1 +∞
Z
F (x)eixt dx.
es 2π −∞
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Fourier inversion theorem

n
te
Proposition
Let f and g be two functions in L 1 (R) and C1 piecewise on R. If
F (f )(x) = F (g)(x) for all x ∈ R, then f (t) = g(t) at every point t where f
es
and g are continuous.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Properties of Fourier Transform

Proposition (Linearity)

n
Let f , g be two functions of L 1 (R). Then, for all α, β ∈ C, we have

te
F (αf + βg) = αF (f ) + βF (g).
es
Proposition (The Fourier Transform of the Translated Function)
Let f be a function in L1 (R). Then, for any real number α, we have

F (f (t + α)) = eiαx F (f ).
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Properties of Fourier Transform

Proposition (Translation of the Fourier Transform)

n
Let f be a function in L 1 (R). Then, for any α ∈ R, we have

te
F (eiαt f (t))(x) = F (f )(x − α).
es
Proposition (The Scaling Property)
Let f be a function in L 1 (R). Then, for any α ∈ R∗ , we have
1 ³x´
F (f (αt)) = F (f ) .
|α| α
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Properties of Fourier Transform

Proposition (Derivative of the Fourier Transform)

n
Let f ∈ L 1 (R) such that tf (t) ∈ L 1 (R). Then, F (f ) is differentiable and
(F (f )(x))′ = −iF (tf (t))(x).

te
Proposition (The Fourier Transform of the Derivative)
Let f be a real function differentiable such that f , f ′ ∈ L 1 (R). Then,
F (f ′ )(x) = ixF (f )(x).
es
Proposition (The Fourier Transform of the nth Derivative)
Let f be a real function such that its first (n − 1) derivatives exist, are
continuous, and belong to L 1 (R), and f (n) exists and belongs to
il
L 1 (R). Then, F (f (n) )(x) = (ix)n F (f )(x).

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Parseval’s Formula

n
Proposition

te
Let f ∈ L 1 (R) be a piecewise C1 function such that
Z ∞
|f (t)|2 dt < ∞.
−∞

Then,
es ∞ ∞
1
Z Z
|f (t)|2 dt = |F (f )(x)|2 dx.
−∞ 2π −∞
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Parseval’s Formula
Example. Let’s consider the function f (t) = e−|t| . Using Parseval’s

n
formula, calculate Z ∞
1
2 2
dx
−∞ (x + 1)

te
Answer. We have that f is C1 piecewise and
Z ∞
|f (t)|2 dt
−∞
converges, because
es
Z ∞ Z ∞ 1
|f (t)|2 dt = e−2t dt =
0 0 2
Thus, Z ∞ Z ∞
il
|f (t)|2 dt = 2 |f (t)|2 dt = 1 < ∞
−∞ 0

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Parseval’s Formula
We deduce from Parseval’s theorem that

n
Z ∞ 1
Z ∞
|f (t)|2 dt = |F (f )(x)|2 dx
2π

te
−∞ −∞

But F (f )(x) = x22+1 , so

Z ∞ 1
Z ∞ 4
es 1=
−∞
|f (t)| dt =
2 π
2
2
−∞ (x + 1)
2
dx

Hence ∞ 1 π
Z
2 2
dx =
il
−∞ (x + 1) 2

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution

n
The convolution product of two integrable functions on R is another
function defined as follows:

te
Definition
The convolution product of two functions f and g is defined by
Z ∞
(f ∗ g)(t) = f (u)g(t − u) du.
es −∞

In the integral, both functions are traversed in opposite directions to

each other.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution

n
The convolution product is commutative, i.e., f ∗ g = g ∗ f .
The convolution product is associative, i.e., (f ∗ g)∗ h = f ∗(g ∗ h).

te
The convolution product is bilinear, for any scalar α we have
es f ∗ (g + αh) = (f ∗ g) + α(f ∗ h).

The convolution product is invariant by translation, i.e.,

∀α ∈ R, (f ∗ g)(t − α) = (f ∗ g)(t).
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution

n
Example. Let f (t) be defined as follows:

te
(
1 if t ∈ [−1, 1],
f (t ) =
0 otherwise.

Calculate f ∗ f .
Answer. We have
es
Z ∞ Z 1 Z t−1
s=t−u
(f ∗ f )(t) = f (u)f (t − u) du = f (t − u) du = f (s) ds.
−∞ −1 t+1
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution
Z t+1

n
Case 1: If t ≤ −2 or t ≥ 2, then (f ∗ f )(t) = f (s) ds = 0 since
t−1
(t ≤ −2 ⇒ t − 1 < t + 1 ≤ −1), (2 ≤ t ⇒ 1 − 1 < t + 1).

te
Case 2: If Z−2 < t ≤ 0 ⇐⇒ Z t−3 < t − 1 ≤ −1 < t + 1 < 1, then
t+1 +1
1
(f ∗ f )(t) = f (s) ds = ds = [s]−
t+1 = t + 2.
−1 −1
Case 3: If Z0 < t < 2 ⇐⇒ Z−1 < t − 1 < 1Z < t + 1 < 3, then
(f ∗ f )(t) =
es
t+1
f (s) ds =
1
f (s) ds =
1
ds = [s]t1−1 = −t + 2.
t−1 t−1 t−1
In summary: (
−|t| + 2 if t ∈] − 2, 2[,
(f ∗ f )(t) =
0 otherwise.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution Formula

n
te
Proposition
Let f , g be two functions in L 1 (R). Then, (f ∗ g) ∈ L 1 (R),

F (f ∗ g) = F (f ) · F (g).
es
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution Formula
Example.

n
Let g(t) be the function defined as

te
(
−|t| + 2 if t ∈] − 2, 2[,
g(t) =
0 otherwise.

Calculate F (g).
es
Answer. We have seen in the previous example that g = f ∗ f with
(
1 if t ∈ [−1, 1],
f (t ) =
0 otherwise.
Thus,
il
F (g) = F (f ∗ f ) = F (f ) · F (f ).
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Convolution Formula

n
But,
 2 sin(x)


te
if x , 0,
F (f )(x) = x

2 if x = 0,
which implies that
es 
2
 4 sin (x)

if x , 0,
F (g)(x) = x2
4

if x = 0.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

n
Definition
We call a convolution equation an equation of the form f ∗ y = g where

te
f and g are given functions and y is an unknown function.

Remark
The resolution of a convolution equation is done as follows (under
es
favorable conditions):
f ∗ y = g ⇒ F (f ∗ y) = F (g) ⇒ (Ff ) · (Fy) = Fg ⇒ Fy = Fg
Ff .
Then it will be necessary to apply the inverse Fourier transform
theorem to obtain y.
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

n
Example.
1) Calculate the Fourier transform of e−|t| .

te
2) Use the inverse Fourier transform to calculate the value of
Z +∞ cos(tx)
dx.
0 1 + x2
es
3) Solve the integral equation:
Z +∞ y(u) 1
2
du = 2
−∞ (t − u ) + 1 t +4

where y ∈ C1 (R) ∩ L1 (R).

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

Answer.

n
1) Let f (t) = e−|t| . We have f ∈ L1 (R), f is continuous on R (as it is composed
of continuous functions). Since |f | is even we have

te
Z +∞ Z +∞ Z +∞
−t
|f (t)| dt = |e | dt = 2 e−t dt
−∞ −∞ 0

which converges (exponential integral, reference). So, Ff exists and we have:

es Ff (x) =
Z +∞
e−ixt f (t) dt =
Z +∞
e−ixt · e−|t| dt
−∞ −∞

since f is even. Z +∞
=2 cos(xt) · e−t dt.
il
0

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

Using integration by parts we obtain

n
2
Ff (x) =

te
1 + x2
2) Since f is differentiable on R \ {0} (and continuous on R) and has a
derivative from the right and from the left at 0, we can apply the IFT.
Furthermore, f isZ even, so:
−|a|
f (a) = e =
1 +∞
es cos(ax)Ff (x) dx =
2 +∞ cos(ax)
Z
dx ∀a ∈ R.
π 0 π 0 1 + x2
Setting a → t, we get:
+∞ cos(tx) π
Z
dx = e−|t| ∀t ∈ R.
1 + x2 2
il
0

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

3) Let’s define: g(t) = t21+1 , h(t) = t21+4 , and the given integral equation

n
is actually the convolution product: y ∗ g = h.
Let’s calculate Fy, we have y ∈ L1 (R) by assumption.
First, let’s verify that g and h are in L1 (R) in order to calculate their

te
Fourier transforms. Indeed, g and h are continuous on R (as ratios of
polynomials), furthermore:
Z +∞ Z +∞ 1
|g(t)| dt = 2 dt
es −∞ 0 t2 + 1
which converges by equivalence and the Riemann criterion ( t21+1 ∼ t12
for t → ±∞), and the same holds for
Z +∞ Z +∞ 1
|h(t)| dt = 2 dt.
il
−∞ 0 t2 + 4
which converges also. Thus, Fg and Fh exist.
Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou
 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

+∞

n
cos(xt)
Z
since g is even
Fg(x) = 2· dt = πe−|x| ∀x ∈ R.
0 t2 + 1

te
Z +∞ cos(xt)
Fh(x) = 2 · dt
0 t2 + 4
Letting u = t/2, we have:
es +∞ cos(2xu)
Z
Fh(x) = du
0 u2 + 1
Then
π
= e−2|x| ∀x ∈ R.
il
2

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Integral equations (Convolution equations)

Fh(x) e−|x|
So we obtain Fy(x) = = ∀x ∈ R.

n
Fg(x) 2
Let’s find y using the inverse Fourier transform (TIF), we have y ∈ C1 (R):

te
Z A
1
y(a) = lim eiax · Fy(x) dx
2π A→+∞ −A

1 ∞ e−x
Z
Since Fy is even: y(a) = cos(ax) dx
π 0 2
es µ Z +∞ ¶
1 1 1
y(a) = 2 cos(ax)e−x dx = ·
4π 0 4π 1 + a2
Conclusion:
1 1
y(t) = · for all t ∈ R.
il
4π 1 + t 2

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Course outline

n
1 Introduction

te
2 Fourier transform TF

3 Fourier inversion theorem

es
4 Properties of Fourier Transform

5 Application of TF for resolution of integral equations

6 Application of TF for resolution of ODE

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Application of TF for resolution of ODE

The problem: Let g(t) = e−|t| . We seek a function f twice differentiable with
f , f ′ , f ′′ ∈ L1 (R) such that

n
f ′′ − f = g(t), ∀t ∈ R.

te
Solution: Since F (f ′′ )(x) = −x2 F (f )(x), applying the Fourier transform to this ODE
gives
1
F (f )(x) = − F (g)(x).
x2 + 1
But as seen in a previous example, F (g)(x) = 22 , so
es x +1
µ ¶
1 1
F (f )(x) = − F (g)(x)F (g)(x) = F − (g ∗ g) (x).
2 2

Thus, by the Fourier inversion theorem (justify!), we obtain

Z ∞
1
il
f (t) = − (g ∗ g)(t) = e−|u|−|t−u| du.
2 −∞

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Application of TF for resolution of ODE

The problem: We seek a function f ∈ L1 (R) such that

n
Z ∞
∀t ∈ R, f (u)f (t − u)du = f (t).
−∞

te
Solution: The previous equation can be written as f ∗ f = f . Applying
the Fourier transform to both sides, we get
es ∀x ∈ R, F (f )(x)F (f )(x) = F (f )(x).

Thus,

∀x ∈ R, F (f )(x)(F (f )(x) − 1) = 0 ⇒ ∀x ∈ R, (F (f )(x) = 0) ∨ (F (f )(x) = 1).

il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou

 Introduction

co
Fourier transform TF
Fourier inversion theorem
Properties of Fourier Transform
Application of TF for resolution of integral equations
Application of TF for resolution of ODE

Application of TF for resolution of ODE

n
te
However, since F (f ) is continuous on R, we have two possibilities:
Either ∀x ∈ R, F (f )(x) = 0.
Or ∀x ∈ R, F (f )(x) = 1, which contradicts the fact that
limx→±∞ F (f )(x) = 0.
es
We deduce that ∀x ∈ R, F (f )(x) = 0, so f (t) = 0 almost everywhere!
il

Mathematical analysis 3 Chapter 2 : Integral transformations Part 1: Fou