Advanced Engineering Mathematics

Ch. 11 Fourier Analysis

 Periodic phenomena occur in engineering and elsewhere-think of rotating parts of machines,

alternating electric currents, or the motion of planets.

 Fourier series are infinite series designed to represent general periodic functions in terms of
cosines and sines.

 Many discontinuous periodic functions of practical interest can be developed in Fourier

series.
Advanced Engineering Mathematics

11.1 Fourier Series

 Periodic Function f (x)

• f (x) is defined for all real x ( perhaps except at some points)

• There is some positive number p, such that f (x+p) = f (x) for all x.

 p : A period of f (x)

• Familiar periodic functions : cosine and sine

• Example of functions that are not periodic : x, x 2 , x3 , e x , cosh x, ln x

• f (x) has period p, for any integer n = 1, 2, 3,, f (x+np) = f (x) for all x.

• If f (x) and g(x) have period p, then af (x)+bg(x) with any constants a and b also has the period p.
Advanced Engineering Mathematics

11.1 Fourier Series

 Trigonometric Series
• Trigonometric System : 1, cos x, sin x, cos 2 x, sin 2 x,  , cos nx, sin nx, 
∞
• Trigonometric Series : a0 + a1 cos x + b1 sin x + a2 cos 2 x + b2 sin 2 x +  = a0 + ∑ ( an cos nx + bn sin nx )
n =1

a0 , a1 , b1 , a2 , b2 ,  are constants, called the coefficients of the series.

• If the coefficients are such that the series converges, its sum will be a function of period 2π.

 Fourier Series

: The trigonometric system whose the coefficients are given by the Euler formulas
π
1
• Euler Formulas a0 =
2π ∫π f ( x )dx
−
π
1
=an
π
= ∫ f ( x ) cos nxdx, n 1, 2, 
−π
π
1
=bn = ∫ f ( x ) sin nxdx, n 1, 2, 
π −π
Advanced Engineering Mathematics

11.1 Fourier Series

 Ex.1 Periodic Rectangular Wave

Find the Fourier coefficients of the periodic function f (x). The formula is
−k ( −π < x < 0 )
=f ( x)  = and f ( x + 2π ) f ( x).
 k (0 < x < π )
Functions of this kind occur as external forces acting on mechanical systems, electromotive forces in electric
circuits.
π 0 π π 0
∗ ∫ f ( x )dx =k ⋅ π
0
and ∫ f ( x )dx =−k ⋅ π
−π
⇒ ∫ f ( x )dx =∫ f ( x )dx + ∫π f ( x )dx =0
−π 0 −
∴ a0 =0

π
* Since f (x) is odd and cosx is even, f (x) cosx is odd function ⇒ ∫ f ( x ) cos xdx =
−π
0 ∴ an = 0

* Since f (x) is odd and sinx is odd, f (x) cosx is eve function
π π π π  4k
1 2 2 2 − cos nx 2k  n : odd
bn = ∫π f ( x ) sin nxdx = ∫ f ( x ) sin nxdx = ∫ k sin nxdx = k = (1 − cos nπ ) = nπ
π −
π 0 π 0 π n 0 nπ  0 n : even
Advanced Engineering Mathematics

11.1 Fourier Series

4k  1 1 
Fourier series of f (x) :  sin x + sin 3 x + sin 5 x +  
π  3 5 
π  4k  1 1  1 1 π
f  = k = 1 − + − +   ⇒ 1 − + − + =
2 π  3 5  3 5 4

< (a) The given function f (x) (Periodic rectangular wave) >

< (b) The first three partial sums of the corresponding Fourier series >
Advanced Engineering Mathematics

11.1 Fourier Series

 Theorem 1 Orthogonality of the Trigonometric System

The trigonometric system is orthogonal on the interval −π ≤ x ≤ π ; that is, the integral of the

product of any two functions over that interval is 0, so that for any integers n and m,
π

∫π cos nx cos
= mxdx 0 ( n ≠ m)
−
π

∫ sin nx sin
= mxdx 0 (n ≠ m)
−π
π

∫π sin nx cos mxdx = 0 (n ≠ m or n = m )

−
Advanced Engineering Mathematics

11.1 Fourier Series

 Theorem 2 Representation by a Fourier Series

Let f (x) be periodic with period 2π and piecewise continuous in the interval −π ≤ x ≤ π .

Furthermore, let f (x) have a left-hand derivative and a right-hand derivative at each point of that

interval. Then the Fourier series of f (x) converges. Its sum is f (x), except at points x0 where f (x)

is discontinuous. There the sum of the series is the average of the left- and right-hand limits of f (x)

at x0 .
 Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Fourier series of the function f (x) of period 2L :

∞
 nπ nπ 
a0 + ∑  an cos
f ( x) = x + bn sin x
n =1  L L 

Euler formulas
L
1
f ( x )dx
2 L −∫L
a0 =

nπ x
L
1
( )
L −∫L
=an = f x cos dx, n 1, 2, 
L
nπ x
L
1
=bn = ∫ f ( x ) sin dx, n 1, 2, 
L −L L
Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Ex.1 Periodic Rectangular Wave

Find the Fourier series of the function

0 ( −2 < x < −1)


f ( x )= k ( −1 < x < 1) p= 2 L= 4, L= 2
 (1 < x < 2 )
0
2 1
1 1 1 k
* a0 =4 ∫ f ( x ) dx =4 ∫ kdx =4 ⋅ 2k =2
−2 −1

 0 n is even

nπ x nπ x nπ  2k
2 1
1 1 2k
f ( x ) cos
2 −∫2 ∫
=
* an = dx =
k cos dx = sin  = n 1, 5, 9, 
2 2 −1 2 nπ 2  nπ
 2k
− n= 3, 7, 11, 
 nπ

nπ x nπ x nπ x
2

* Since f (x) is even and sin

2
is odd, f ( x ) sin
2
is odd ⇒ ∫ f ( x ) sin
−2
2
dx = 0 ∴ bn = 0

k 2k  π 1 3π 1 5π 
Fourier series : f ( x )= +  cos x − cos x + cos x − +
2 π  2 3 2 5 2 
Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Summary

Even Function of Period 2π :

∞
nπ
) a0 + ∑ an cos
f ( x= x (f even )
n =1 L

with coefficients
nπ
L L
1 2
( ) ( )
L ∫0 L ∫0
=a0 = f x dx , an f x = cos xdx, n 1, 2, 
L

Odd Function of Period 2π :

∞
nπ
f ( x ) = ∑ bn sin x (f odd )
n =1 L
with coefficients
nπ
L
2
=bn = ∫ f ( x ) sin xdx, n 1, 2, 
L0 L
Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Theorem 1 Sum and Scalar Multiple

The Fourier coefficients of a sum f1 + f 2 are the sums of the corresponding Fourier coefficients

of f1 and f 2 .

The Fourier coefficients of cf are c times the corresponding Fourier coefficients of f.

Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Ex.5 Sawtooth Wave

Find the Fourier series of the function

f ( x) = x + π ( −π < x < π ) and f ( x + 2π ) = f ( x )

f= f1 + f 2 , where f1 = x and f 2 = π

Fourier coefficients of f1
< (a) The function f (x) >
f1 is odd = ( n 0,1, 2,)
an 0=
π π
2 2
=bn = ∫ f1 ( x ) sin nxdx ∫ x sin nxdx
π 0
π 0
π
2  − x cos nx 
π
1 2
=  + ∫ cos nxdx  =− cos nπ
π  n 0 n0  n

Fourier coefficients of f 2

a=
n b=
n 0 ( n= 1, 2 ,) and a=
0 π
 1 1 
∴ f = π + 2  sin x − sin 2 x + sin 3 x − +   < (b) Partial sums >
 2 3 
Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Half-Range Expansions

< (a) The given function f (x) >

• Even Periodic Extension

< (b) f (x) extended as an even periodic function of period 2L >

• Odd Periodic Extension

< (b) f (x) extended as an odd periodic function of period 2L >

Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

 Ex.6 “Triangle” and Its Half-Range Expansions

Find the two half-range expansions of the function
 2k  L
 L x 0 < x < 
  2
f ( x) = 
< The given function f (x) >

 2k ( L − x ) L 
 L  < x < L
2 

1. Even periodic extension.

1  2k 
L2 L
2k k
=a0 
L  L ∫ xdx + ∫ ( L − x=
)dx 
0
L L2  2

2  2k nπ nπ  nπ
L2
4k  
L
2k
=an  ∫ x cos xdx + ∫ ( L − x ) cos = xdx  2 2 
2 cos − cos nπ − 1
L  L 0
L L L2
L  n π  L 
k 16k  1 2π 1 6π 
∴ f ( x) =− 2  2 cos x + 2 cos x + 
2 π 2 L 6 L 

< (a) Even extension >

Advanced Engineering Mathematics

11.2 Arbitrary Period. Even and Odd

Functions. Half-Range Expansions

2. Odd periodic extension.

2  2k nπ nπ  nπ
L2 L
2k 8k
=bn 
L  L ∫
0
x sin
L
xdx +
L ∫ ( L − x ) sin
L2
=
L
xdx 
 nπ
2 2
sin
2
8k  1 π 1 3π 1 5π 
∴ f ( x)
= 2  2
sin x − 2 sin x + 2 sin x − +
π 1 L 3 L 5 L 

< (b) Odd extension >

Advanced Engineering Mathematics

11.3 Forced Oscillations

 Ex. 1 Forced Oscillations under a Nonsinusoidal Periodic Driving Force

 π
 t + ( −π < t < 0 )
'+ 25 y r ( t ) , =
r (t )  r (=
t + 2π ) r ( t )
2
y ''+ 0.05 y=
−t + π (0 < t < π ) < Force >
 2
Find the steady-state solution y(t).

Represent r(t) by a Fourier series : r ( t ) = 4  cos t + 1 cos 3t + 1 cos 5t +  

π 32 52 
4
Consider the ODE y ''+ 0.05 = y '+ 25 y =
cos nt ( n 1, 3, )
n 2π
=
Steady-state solution yn An cos nt + Bn sin nt
4 ( 25 − n 2 )
where Dn =( 25 − n 2 ) + ( 0.05n )
0.2 2
An = 2 Bn =
2
,
n π Dn nπ Dn

∴ y = y1 + y3 + y5 +

< Input and steady-state output >

Advanced Engineering Mathematics

11.4 Approximation by Trigonometric

Polynomials

 Approximation Theory
Approximation Theory concerns the approximation of functions by other functions.
• Idea
Let f (x) be a function that can be represented by a Fourier series.

Nth partial sum is an approximation of the given f (x)

N
∴ f ( x ) ≈ a0 + ∑ ( an cos nx + bn sin nx )
n =1

• The trigonometric polynomial of degree N

N
A0 + ∑ ( An cos nx + Bn sin nx )
F ( x) = (N fixed )
n =1

are chosen in such a way as to minimize error of the approximation.

Advanced Engineering Mathematics

11.4 Approximation by Trigonometric

Polynomials

π
• Square Error = ∫π ( f − F ) dx
2
: E
−

 Theorem 1 Minimum Square Error

The square error of F relative to f on the interval −π ≤ x ≤ π is minimum if and only if the

coefficients of F are the Fourier coefficients of f. This minimum value E* is given by

π
 
f 2 dx − π  2a0 2 + ∑ ( an 2 + bn 2 ) 
N
E* = ∫
−π  n =1 

∞ π
• Bessel’s inequality : 2a0 + ∑ ( an + bn ) ≤
1
∫π f ( x )
2 2 2 2
dx
n =1 π −

∞ π
• Parseval’s identity : 2a0 + ∑ ( an + bn ) =
1
∫ f ( x ) dx
2 2 2 2

n =1 π −π
Advanced Engineering Mathematics

11.5 Sturm-Liouville Problems. Orthogonal

Functions

 Sturm-Liouville equation :  p ( x ) y ' '+  q ( x ) + λ r ( x )  y =

0

Sturm-Liouville boundary conditions : k1 y ( a ) + k2 y ' ( a ) =

0
l1 y ( b ) + l2 y ' ( b ) =
0

 Ex.1 Trigonometric Functions as Eigenfunctions. Vibrating String

Find the eigenvalues and eigenfunctions of the Sturm-Liouville problem

''+ λ y 0,
y= y ( 0 ) 0,
= y (π ) 0
=

p= 1, q= 0, r= 1, and a= 0, b= π , k1= l1= 1, k2= l2= 0

Case 1. Negative eigenvalue λ = −ν 2

( x ) c1eν x + c2e−ν x
A general solution of the ODE : y=
Apply the boundary conditions ( c=
1 c=
2 0) : y ≡ 0
Case 2. λ = 0 Situation is similar : y ≡ 0
Advanced Engineering Mathematics

11.5 Sturm-Liouville Problems. Orthogonal

Functions

Case 3. Positive eigenvalue λ = ν 2

: y ( x ) A cosν x + B sinν x
A general solution =
Apply the first boundary condition : y(0) = A = 0
Apply the second boundary condition : y (π ) = B sinνπ = 0 thus ν = 0 , ± 1, ± 2 , 
For ν = 0, y ≡ 0
λ ν=
For = 2
1, 4 , 9 ,16 , , y ( x=
) sin νx (ν= 1, 2, 3, 4,)
=
Hence the eigenvalues of the problem are λ ν=
2
(ν 1, 2, 3, 4,) and corresponding eigenfunctions are
y ( x ) sin
= = νx (ν 1, 2 , 3, 4 ,)
Advanced Engineering Mathematics

11.5 Sturm-Liouville Problems. Orthogonal

Functions

 Orthogonal Functions

• Functions y1 ( x ) , y2 ( x ) , defined on some interval a ≤ x ≤ b are called orthogonal in this

interval with respect to the weight function r(x) > 0 if for all m and all n different from m,
b

∫ r ( x ) y ( x )y =
a
m n ( x ) dx 0 ( m ≠ n)
• The norm ym ofym is defined by
b
ym = ∫ r ( x ) y ( x )dx
2
m
a

• Note that this is the square root of the integral with n = m.

• The functions y1 , y2 , are called orthonormal on a ≤ x ≤ b if they are orthogonal on this

interval and all have norm 1.
Advanced Engineering Mathematics

11.5 Sturm-Liouville Problems. Orthogonal

Functions

 Theorem 1 Orthogonality of Eigenfunctions

Suppose that the functions p, q, r, and pʹ in the Sturm-Liouville equation are real-valued and
continuous and r(x) > 0 on the interval a ≤ x ≤ b . Let ym ( x ) and yn ( x ) be eigenfunctions of the
Sturm-Liouville problem that correspond to different eigenvalues λm and λn , respectively. Then

ym , yn are orthogonal on that interval with respect to the weight functions r, that is,
b

∫ r ( x ) y ( x )y ( x ) dx = 0
a
m n

If p(a) = 0, then Sturm-Liouville first boundary condition can be dropped from the problem. If

p(b) = 0, then Sturm-Liouville second boundary condition can be dropped.

If p(a) = p(b), then Sturm-Liouville boundary condition can be replaced by the “periodic
boundary conditions”
=y ( a ) y=
(b) , y '( a ) y '(b)
Advanced Engineering Mathematics

11.6 Orthogonal Series.

Generalized Fourier Series

 Standard Notation for Orthogonality and Orthonormality

For orthonormal functions y0 , y1 , y2 ,  with respect to weight function r(x) ( > 0) on

b
0 m ≠ n
• ( ym , y=
n) ∫a r ( x ) y ( x ) y ( x ) =
dx δ= 
1 m = n
m n mn

b
=
• y ( y, y )
= ∫ r ( x ) y ( x ) dx
2

 Orthogonal Series

Orthogonal expansion or generalized Fourier series

∞
: f ( x) = ∑a
m=0
m ym ( x ) = a0 y0 ( x ) + a1 y1 ( x ) + 

(=
f , ym ) 1
b
=am
ym
2
ym
2 ∫ r ( x ) f ( x )y ( x ) dx=
a
m (m 0 ,1, 2 ,)
Advanced Engineering Mathematics

11.6 Orthogonal Series.

Generalized Fourier Series

 Theorem 1 Orthogonality of Bessel Functions

For each fixed nonnegative integer n the sequence of Bessel functions of the first kind
J n ( kn ,1 x ) , J n ( kn ,2 x ) ,  forms an orthogonal set on the interval 0 ≤ x ≤ R with respect to the

weight function r(x) = x, that is,

R

∫ xJ ( k
n n,m x )J n ( kn , =
j x ) dx 0 ( j ≠ m, n fixed )
0
Advanced Engineering Mathematics

11.6 Orthogonal Series.

Generalized Fourier Series

 Theorem 2 Completeness

Let y0 , y1 ,  be a complete orthonormal set on a ≤ x ≤ b in a set of function S. Then if a

function f belongs to S and is orthogonal to every ym , it must have norm zero. In particular, if f is

continuous, then f must be identically zero.

Advanced Engineering Mathematics

11.7 Fourier Integral

 Ex. 1 Rectangular Wave

Consider the periodic rectangular wave f L ( x ) of period 2L > 2 given by

0 ( − L < x < −1)

( x ) 1
f L= ( −1 < x < 1)
0 (1 < x < L )


f ( x ) lim
= =
1
fL ( x) 
( −1 < x < 1) : Nonperiodic function which we obtain from f L
L →∞
0 otherwise

f L is even bn = 0 for all n

1
1 1
=a0 = ∫
2 L −1
dx
L

1
1
nπ x 2
1
nπ x 2 sin
nπ
L ( )
L −∫1 L ∫0
=an = cos dx = cos dx
L L L nπ
L

• Amplitude Spectrum of f L : Sequence of Fourier coefficients

Advanced Engineering Mathematics

11.7 Fourier Integral

< Waveforms and amplitude spectra >

Advanced Engineering Mathematics

11.7 Fourier Integral

 From Fourier Series to Fourier Integral

∞
nπ
a0 + ∑ ( an cos wn x + bn sin wn x ),
fL ( x) = wn =
n =1 L
1 ∞  
L L L
1
2 L −∫L
= f L ( v )dv + ∑ 
L n =1 
cos wn x ∫ f L ( v ) cos wn vdv + sin wn x ∫ f L ( v ) sin wn vdv 
−L −L 
1 ∞  
L L L
1
=
2 L −∫L
f L ( v )dv + ∑ 
π n =1 
( cos wn x ) ∆w ∫ f L ( v ) cos wn vdv + ( sin wn x ) ∆w ∫ f L ( v ) sin wn vdv 
−L −L 

∆w= wn +1 − wn=
( n + 1) π − nπ= π
L L L
1  
∞ ∞ ∞
f ( x ) lim
= = fL ( x) ∫  cos wx ∫ f ( v ) cos wvdv + sin wx ∫ f ( v ) sin wvdv dw
L →∞ π 0 −∞ −∞ 
∞
⇒ Fourier Integral : f ( x ) =
∫  A ( w) cos wx + B ( w) sin wx dw
0
∞ ∞
1 1
=A ( w) = ∫ f ( v ) cos wvdv , B ( w ) ∫ f ( v ) sin wvdv
π −∞
π −∞
Advanced Engineering Mathematics

11.7 Fourier Integral

 Theorem 1 Fourier Integral

If f (x) is piecewise continuous in every finite interval and has a right-hand derivative and a left-
hand derivative at every point and if the integral
0 b
 ∞

lim ∫ f ( x ) dx + lim ∫ f ( x ) dx  written ∫ f ( x ) dx 
a →−∞ b →∞
a 0  −∞

exists, then f (x) can be represented by a Fourier integral

∞
=f ( x) ∫  A ( w) cos wx + B ( w) sin wx dw
0
∞ ∞
1 1
A and B given by A ( w ) =
with= ∫ f ( v ) cos wvdv, B ( w) ∫ f ( v ) sin wvdv . At a point where f (x)
π −∞
π −∞

is discontinuous the value of the Fourier integral equals the average of the left- and right-hand

limits of f (x) at that point.

Advanced Engineering Mathematics

11.7 Fourier Integral

 Ex. 2 Single Pulse, Sine Integral

Find the Fourier integral representation of the function

f ( x) = 
1 ( x < 1)
0 ( x > 1)
∞ 1 1
1 1 sin wv 2sin w
A ( w)
= ∫ f ( v ) cos
= wvdv ∫ cos
= wvdv =
π −∞
π −1
π w −1 πw
∞ 1
1 1
=B ( w) ∫ f (=
v ) sin wvdv = ∫ sin wvdv 0
π −∞
π −1
∞
2 cos wx sin w
∴ f ( x) =
π ∫0
dw
w π ( 0 ≤ x < 1)
∞  2
cos wx sin w π
Dirichlet's Discontinuous Factor : ∫ = dw =
4 ( x 1)
w 
( x > 1)
0


0
∞
sin w π
x=
0 ⇒ ∫
0
w
dw =
2
Advanced Engineering Mathematics

11.7 Fourier Integral

u
sin w
Sine Integral : Si ( u ) = ∫ dw
0
w

< Sine integral Si(u) and integrand >

a
2 cos wx sin w
f ( x) ≈ ∫ dw
π 0 w
1 sin ( w + wx ) 1 sin ( w − wx )
a a

π ∫0 π ∫0
= dw + dw
w w
( x +1) a ( x −1) a
1 sin t 1 sin t
=
π ∫ 0
t
dw −
π ∫
0
t
dw

Si ( a [ x + 1]) − Si ( a [ x − 1])
1 1
= < The integral for a = 8, 16, and 32 >
π π
Advanced Engineering Mathematics

11.7 Fourier Integral

 Fourier Cosine Integral and Fourier Sine Integral

• Fourier Cosine Integral : f (x) is an even function

∞ ∞
2
=f ( x) A ( w ) cos wxdw, A ( w )
∫= ∫ f ( v ) cos wvdv
0
π 0

• Fourier Sine Integral : f (x) is an odd function

∞ ∞
2
=f ( x) B ( w ) sin wxdw, B ( w )
∫= ∫ f ( v ) sin wvdv
0
π 0
Advanced Engineering Mathematics

11.7 Fourier Integral

 Ex. 5 Laplace Integrals

We shall derive the Fourier sine integrals of f ( x ) = e , where x > 0 and k > 0. The result will be used to
− kx

evaluate the so-called Laplace integrals

1. Fourier Cosine Integral

∞ ∞
2 − kv 2 k  w  2k
A ( w) = ∫ e cos wvdv =  − 2 e − kv  − sin wv + cos wv   =2
π 0 π  k +w  k  0 π ( k + w )
2 2
< f (x) >
∞ ∞
2k cos wx cos wx π
∴ f ( x) =e − kx = ∫k dw ⇒ ∫k dw = e − kx
π 0
2
+ w2 0
2
+w 2
2k

2. Fourier Sine Integral

∞ ∞
2 − kv 2 w  k  2w
B ( w) = ∫ e sin wvdv =  − 2 e − kv  − sin wv + cos wv   =2
π 0 π  k +w  w  0 π ( k + w )
2 2

∞ ∞
2 w sin wx w sin wx π
∴ f ( x) =e − kx
=∫ 2 dw ⇒ ∫k dw = e − kx
π 0 k + w2 0
2
+w 2
2
Advanced Engineering Mathematics

11.8 Fourier Cosine and Sine Transforms

 Integral Transform : Transformation in the form of an integral that produces from given
functions new functions depending on different variable
ex) Laplace Transform

• Fourier Cosine Transform

∞ ∞
2
cosine integral : f ( x )
Fourier= A ( w ) cos wxdw, A ( w )
∫= ∫ f ( v ) cos wvdv
0
π 0

Set A ( w ) = 2 π fˆc ( w )
∞
2
c( f )
Fourier Cosine Transform : F= c ( w)
fˆ= ∫ f ( x ) cos wxdx
π 0

∞
2
Inverse Fourier Cosine Transform : f ( x ) = ∫ fˆ ( w) cos wxdw
π 0
c
Advanced Engineering Mathematics

11.8 Fourier Cosine and Sine Transforms

• Fourier Sine Transform

∞ ∞
2
=
Fourier sine integral : f ( x ) B ( w ) sin wxdw, B ( w )
∫= ∫ f ( v ) sin wvdv
0
π 0

Set B ( w ) = 2 fˆs ( w )
π
∞
2
s( f ) s ( w) ∫ f ( x ) sin wxdx
Fourier Sine Transform : F= fˆ=
π 0

∞
2
Inverse Fourier Sine Transform : f ( x ) = ∫ fˆ ( w ) sin wxdw
π 0
s
Advanced Engineering Mathematics

11.8 Fourier Cosine and Sine Transforms

 Ex. 1 Fourier Cosine and Fourier Sine Transforms

Find the Fourier cosine and Fourier sine transforms of the function
k (0 < x < a)
f ( x) = 
 0 ( x > a)

2  sin aw 
a
2
=fˆc ( w ) = k ∫ cos wxdx
π  w 
k
π 0

2  1 − cos aw 
a
2
=fˆs ( w ) = k ∫ sin wxdx
π  
k
π 0
w  < f (x) >
Advanced Engineering Mathematics

11.8 Fourier Cosine and Sine Transforms

 Linearity
) aFc ( f ) + bFc ( g )
Fc ( af + bg=
) aFs ( f ) + bFs ( g )
Fs ( af + bg=

 Theorem 1 Cosine and Sine Transforms of Derivatives

Let f (x) be continuous and absolutely integrable on the x-axis, let f ' ( x ) be piecewise
continuous on every finite interval, and let f ( x ) → 0 as x → ∞ . Then

c { f ' ( x )} wFs { f ( x )} −
2
=
F f ( 0)
π
Fs { f ' ( x )} = − wFc { f ( x )}

Fc { f '' ( x )} =
− w2Fc { f ( x )} −
2
f ' ( 0)
π

Fs { f '' ( x )} =
− w2Fs { f ( x )} +
2
wf ( 0 )
π
Advanced Engineering Mathematics

11.8 Fourier Cosine and Sine Transforms

 Ex.3 An Application of the Operational Formula

Find the Fourier cosine transform Fc ( e − ax ) of =

f ( x ) e − ax ( a > 0 )

By differentiation
=( e− ax ) '' a=
2 − ax
e thus a 2 f ( x ) f '' ( x )
2 2
⇒ a 2Fc ( f ) ==
Fc ( f '') − w2Fc ( f ) − f ' ( 0) =
− w2Fc ( f ) + a
π π

⇒ (a 2
+ w2 ) Fc ( f ) =
a
2
π
2 a 
Fc ( e − ax )
∴= ( a > 0)
π  a 2 + w2 
Advanced Engineering Mathematics

11.9 Fourier Transform. Discrete and Fast

Fourier Transforms

 Complex Form of the Fourier Integral

∞ ∞
1
• Complex Fourier Integral : f ( x ) = ∫ ∫ f (v) e
− iw( x − v )
dvdw
2π −∞ −∞

∞
1
( f ) fˆ=
• Fourier Transform : F= ( w) ∫ f ( x) e
− iwx
dx
2π −∞

∞
1
• Inverse Fourier Transform : f ( x ) = ∫ fˆ ( w) e
− iwx
dw
2π −∞

 Theorem 1 Existence of the Fourier Transform

If f (x) is absolutely integrable on the x-axis and piecewise continuous on every finite interval,
∞
then the Fourier transform fˆ ( w ) of f (x) given by fˆ ( w ) = 1 ∫ f ( x) e
− iwx
dx exists.
2π −∞
Advanced Engineering Mathematics

11.9 Fourier Transform. Discrete and Fast

Fourier Transforms

 Ex. 1 Fourier Transform

Find the Fourier transform of f (x)=1 if |x| < 1 and f (x) = 0 otherwise.

1
1 e − iwx −2i sin w
1
fˆ ( w ) =
1
2π ∫e
− iwx
dx = ⋅
2π −iw
=
1
−iw 2π
( e − iw − eiw ) =
−iw 2π
=
2 sin w
π w
−1 −1
Advanced Engineering Mathematics

11.9 Fourier Transform. Discrete and Fast

Fourier Transforms

 Theorem 2 Linearity of the Fourier Transform

The Fourier transform is a linear operation; that is, for any functions f (x) and g(x) whose
Fourier transforms exist and any constants a and b, the Fourier transform of af + bg exists, and

F ( af + bg=
) aF ( f ) + bF ( g )

 Theorem 3 Fourier Transform of the Derivatives of f (x)

Let f (x) be continuous on the x-axis and f ( x ) → 0 as x → ∞ . Furthermore, let f ' ( x ) be

absolutely integrable on the x-axis. Then

F { f ' ( x )} = iwF { f ( x )}

F { f '' ( x )} = − w2F { f ( x )}
Advanced Engineering Mathematics

11.9 Fourier Transform. Discrete and Fast

Fourier Transforms

 Ex.3 Application of the Operational Formula

Find the Fourier transform of xe − x .
2

(
F xe − x
2

)  1
 2
( )
F − e− x
=
2 
' =

1
2
{( ) }
− F e− x
2
' =
1
2
( )
− iwF e − x =
2 1
− iw
2
1 − w2 4
2
e =
−
iw − w2 4
2 2
e
Advanced Engineering Mathematics

11.9 Fourier Transform. Discrete and Fast

Fourier Transforms

 Convolution
∞ ∞
• Convolution : ( f ∗ g )( x ) = ∫ f ( p ) g ( x − p )dp = ∫ f ( x − p ) g ( p )dp
−∞ −∞

 Theorem 4 Convolution Theorem

Suppose that f (x) and g(x) are piecewise continuous, bounded, and absolutely integrable on the
x-axis. Then

F ( f ∗ g ) =2π F ( f ) F ( g )