1

1.1

Fourier transform
Denitions

Given a rather nice function f (x); its Fourier transform is a function of a variable
s:It is dened as the so called Fourier integral:
Z 1
fb(s) =
f (x)e isx dx (F1):
1

The function fb(s) is the Fourier transform of f (x):

Here s is a real variable with a clear interpretation as frequency. Note that
the factor e isx has je isx j = 1; so the factor does not help in making the
integral convergent. The statement
F[f (x)] = fb(s)

R1
is the same as fb(s) = 0 f (x)e isx dx its a shorter and often practical notation.
From f (x), the Fourier integral gives fb(s): There is also an inversion formula, with which we from fb(s) can nd f (x):
Z 1
1
fb(s)eisx ds (F2):
f (x) =
2
1

Here the variable of integration is s: There are only two dierences in the inversion formula compared to the Fourier integral: the factor 21 and the plus sign
in the exponent of eisx : Hence, if we multiply with 2 and replace x by x we
have
Z 1
2 f ( x) =
fb(s)e isx ds
1

which by comparison with the Fourier integral F1 says that 2 f ( s) is Fourier

transform of fb(x); if fb(s) is the Fourier transform of f (x) (this is F2). This
rule is the symmetry rule (F10).

1.2

Transformation rules

A large number of tranformation rules, other than the symmetry rule F10, can
be calculated by the Fourier integral F1 or by the inversion formula F2. The
linearity F[af (x)+bg(x)] = aF[f (x)]+bF[g(x)] (F3) follows immediately by the
linearity of integration, if a and b are constants. Scaling, F[f (ax)] = fb(s=a)=jaj
follows by a substitution of the variable t = ax in the Fourier integral
R(F4)
1
f (ax)e isx dx, and F4 is the special case a = 1. Similarly, the translation
1
isx0 b
rule F[f (x
f (s) (F7) follows by the substitution t = x x0 in the
R 1 x0 )] = e
integral 1 f (x x0 )e isx dx: Doing the same in the inversion formula gives
translation on the transform side: F[eixs0 f (x)] = fb(s s0 ) (F8). From this
1

rule and eixs0 = cos xs0 + i sin xs0 we nd the amplitude modulation formulas
1 b
F[cos(xs0 )f (x)] = 12 (fb(s s0 )+ fb(s+s0 )) (F9a) and F[sin(xs0 )f (x)] = 2i
(f (s
b
s0 ) f (s + s0 )) (F9b).
d ixs
e
= iseixs ; taking derivatives on the inversion formula gives
Since dx
0
F[f (x)] = isfb(s) (F11), and similarly on the Fourier integral gives F[( ix)f (x)] =
fb0 (s) (F12).
Convolution of two functions f (x) and g(x) is dened as the integral
Z 1
f (x) g(x) =
f (u)g(x u)du
1

if it is convergent. It can be viewed upon as a kind of multiplication, since

f (x) g(x) = g(x) f (x) (commutativity)
f (x) (g(x) + h(x)) = f (x) g(x) + f (x) h(x) (distributivity)
f (x) (g(x) h(x)) = (f (x) g(x)) h(x) (associativity)
R 1 The three properties can be proven by considering the dening integral
f (u)g(x u)du. The commutativity follows by the variable substitution
1
t = x u, distributivity by the linearity of integration, and associativity by
changing the order of integration in the double integral that the expression
f (x) (g(x) h(x)) represents.
The expression F[f (x) g(x)] is a double integral
Z 1 Z 1
F[f (x) g(x)] =
(
f (u)g(x u)du)e isx dx
1

The rule F[f (x) g(x)] = fb(s)b

g (s) (F13) follows by changing the variable x to
the variable t = x u in the above double integral. This gives in the end
Z 1
Z 1
F[f (x) g(x)] =
f (u)e isu du
g(t)e isut dt;
1

which is fb(s)b
g (s): A similar calculation can be done with the inversion formula,
which gives a formula for convolution on the frequency side: F[2 f (x)g(x)] =
fb(s) gb(s) (F13) . Finally, taking complex conjugate (F6) is straightforward.

1.3

Transform pair

Some xed transform pairs can be computed by integration. Direct integration

1
gives the pair F[H(x)e ax ] = a+is
:

1.4

Cosine and sine transforms

An even function f (x) fullls f ( x) = f (x) for all x: By translating "f ( x) =

f (x)" into "in points to the left and right of the same distance to x = 0; f (x)
always have the same value", even-ness can be interpreted geometrically as being
symmetrical in the y-axis.
An odd function fullls f ( x) = f (x) for all x: This says that "two points
to the left and right of the same distance to x = 0; f (x) always have values
with opposite signs", odd-ness can be interpreted as reection in the origin,
alternatively as rotation 180 degrees around the origin.
For integrals over symmetrical intervals of odd and even functions we have
Z a
Z a
f (x)dx
f (x)dx = 2
f (x) even )
0
a
Z a
f (x) odd )
f (x)dx = 0:
a

When taking the Fourier transform of an odd or even function, the integrand
is
f (x)e

isx

= f (x) cos sx + if (x) sin sx:

Since the product of two even or two odd functions is even, and the product of
one odd and one even function is odd, we get
Z 1
f (x) even ) fb(s) = 2
f (x) cos sxdx
0
Z 1
f (x) odd ) fb(s) = 2
f (x) sin sxdx:
0

It is common to dene the cosine and sine transforms as FC and FS as

Z 1
b
FC [f (x)] = fC (s) =
f (x) cos sxdx and
Z 01
FS [f (x)] = fbS (s) =
f (x) sin sxdx:
0

Then these transforms act on any function dened on the interval [0; 1) so
that the integral converges. We have
f (x) even ) 2FC [f (x)] = F[f (x)]
f (x) odd ) 2FS [f (x)] = F[f (x)]:
and if f is neither even nor odd,
Their inversion formulas turn out to be
Z
2 1 b
1 b
fC (s) cos sxds and
FC [fC (s)] = f (x) =
Z0 1
2
FS 1 [fbS (s)] = f (x) =
fbS (s) sin sxds:
0

From these formulas we can nd many non-trivial integrals. By residue

calculus it is possible to show that
Z 1
cos kx
= e k:
x2 + 1
2
0
This can also be proved from the cosine transform. The function e
and has Fourier transform
2
2
s +1
1
and thus Fourier cosine tranform s2 +1 : So
Z 1
1
=
e x cos sxdx:
s2 + 1
0
The inversion formula then says that
Z
2 1
x
e =
0

jxj

is even

1
cos sxds;
s2 + 1

so by changing names of variables we have again

Z 1
cos kx
dx = e k :
x2 + 1
2
0
Example 1 Calculate the sine and cosine transforms of 1=x:
R1
Solution: Since the integral 0 x1 cos sxdx is divergent, the cosine transform of 1=x does not exist. So what is
Z 1
1
sin sxdx?
x
0
We have already shown that
Z 1
0

1
sin xudu = ;
u
2

by Laplace transform. Replacing x by x gives

Z 1
Z 1
1
1
sin( x)udu =
sin xudu =
u
u
0
0
so

1
1
sin sxdx = FS [ ] = sign(s):
x
x
2

The sign-function is related to H(x):

sign(x) =

1 if x > 0
:
1 if x < 0
4

3
2
1

-5

-4

-3

-2

-1

-1

-2
-3

The Heaviside step function H(x).

p
We can also write sign(x) = x=jxj = x= x2 : Also, H(x) = (sign(x) + 1)=2; and
sign(x) = 2H(x) 1:
Answer:
1
FC [ ] does not converge
x
1
FS [ ] = sign(s):
x
2