Chapter 2

FOURIER TRANSFORMS
2.1 Introduction
The Fourier series expresses any periodic function into a sum of sinusoids. The Fourier
transform is the extension of this idea to non-periodic functions by taking the limiting
form of Fourier series when the fundamental period is made very large (infinite).
Fourier transform finds its applications in astronomy, signal processing, linear time
invariant (LTI) systems etc.
Some useful results in computation of the Fourier transforms:
∞ 𝜆
1. ∫0 𝑒 −𝑎𝑥 sin 𝜆𝑥 𝑑𝑥 = 2 2
𝑎 +𝜆
∞ 𝑎
2. ∫0 𝑒 −𝑎𝑥 cos 𝜆𝑥 𝑑𝑥 = 2 2
𝑎 +𝜆
∞ sin 𝜆𝑥 𝜋
3. ∫0 𝑑𝑥 = , 𝜆 > 0
𝑥 2
∞ 𝑠𝑖𝑛𝑥 𝜋
When 𝜆 = 1, ∫0 𝑥 𝑑𝑥 =
2
𝑒 𝑖𝑎𝑥−𝑒 −𝑖𝑎𝑥
4. sin 𝑎𝑥 =
2𝑖
𝑒 𝑖𝑎𝑥 +𝑒 −𝑖𝑎𝑥
5. cos 𝑎𝑥 =
2
∞ 2 2 √𝜋
6. ∫0 𝑒 −𝑎 𝑥 𝑑𝑥 =
2𝑎
∞ 2 √𝜋
When 𝑎 = 1, ∫0 𝑒 −𝑥 𝑑𝑥 =
2
0, when 𝑡 < 0
7. Heaviside Step Function or Unit step function 𝐻 (𝑡 )or 𝑈(𝑡) = {
1, when 𝑡 ≥ 0
At 𝑡 = 0, 𝐻(𝑡 ) is sometimes taken as 0.5 or it may not have any specific value.
Shifting at 𝑡 = 𝑎
0, when 𝑡 < 𝑎
𝐻 (𝑡 − 𝑎) or 𝑈(𝑡 − 𝑎) = {
1, when 𝑡 ≥ 𝑎
8. Dirac Delta Function or Unit Impulse Function is defined as 𝛿 (𝑡 − 𝑎) = 0, t≠a
∞
such that ∫0 𝛿 (𝑡 − 𝑎)𝑑𝑡 = 1, 𝑎 ≥ 0. It is zero everywhere except one point 'a'.
Delta function in sometimes thought of having infinite value at 𝑡 = 𝑎. The delta
function can be viewed as the derivative of the Heaviside step function
Page | 1
 Dirichlet’s Conditions for Existence of Fourier Transform
Fourier transform can be applied to any function 𝑓 (𝑥) if it satisfies the following
conditions:
∞
1. 𝑓 (𝑥) is absolutely integrable i.e. ∫−∞|𝑓(𝑥)|𝑑𝑥 is convergent.
2. The function 𝑓(𝑥) has a finite number of maxima and minima.
3. 𝑓 (𝑥) has only a finite number of discontinuities in any finite

2.2 Fourier Transform, Inverse Fourier Transform and Fourier Integral

̅
The Fourier transform of 𝑓 (𝑥), −∞ < 𝑥 < ∞, denoted by 𝑓(λ) where λ ∈ N , is given by
1 ∞
̅
𝐹 {𝑓(𝑥)} ≡ 𝑓 (λ) = ∫ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥 …①
√2𝜋 −∞

̅
Also inverse Fourier transform of 𝑓 (λ) gives 𝑓(𝑥) as:
1 ∞ −𝑖𝜆𝑥
𝑓 (𝑥 ) = ∫−∞
𝑒 ̅
𝑓(λ)𝑑𝜆 …②
√ 2𝜋

1 ∞
Rewriting ① as 𝑓 (λ)
̅ = ∫−∞ 𝑒 𝑖𝜆𝑡 𝑓(𝑡)𝑑𝑡 and using in ②, Fourier integral
√2𝜋
representation of 𝑓 (𝑥) is given by:
1 ∞ ∞
𝑓 (𝑥 ) = ∫ ∫ 𝑒 𝑖𝜆(𝑡−𝑥)
2𝜋 −∞ −∞
𝑓(𝑡)𝑑𝑡 𝑑𝜆

2.2.1 Fourier Sine Transform (F.S.T.)

Fourier Sine transform of 𝑓 (𝑥), 0 < 𝑥 < ∞, denoted by 𝑓𝑠̅ (λ), is given by
2 ∞
𝐹𝑠 {𝑓(𝑥)} ≡ 𝑓𝑠̅ (λ) = √ ∫0 𝑓 (𝑥) sin 𝜆𝑥 𝑑𝑥…③
𝜋

Also inverse Fourier Sine transform of 𝑓𝑠̅ (λ) gives 𝑓 (𝑥) as:
2 ∞
𝑓 (𝑥) = √ ∫0 𝑓𝑠̅ (λ) sin 𝜆𝑥 𝑑𝜆 … ④
𝜋

2 ∞
Rewriting ③ as 𝑓𝑠̅ (λ) = √ ∫0 𝑓 (𝑡 ) sin 𝜆𝑡 𝑑𝑡 and using in ④, Fourier sine integral
𝜋

representation of 𝑓 (𝑥) is given by:

2 ∞ ∞
𝑓 (𝑥) = ∫0 ∫0 𝑓(𝑡 ) sin 𝜆𝑡 sin 𝜆𝑥 𝑑𝑡𝑑𝜆
𝜋

Page | 2
2.2.2 Fourier Cosine Transform (F.C.T.)
Fourier Cosine transform of 𝑓(𝑥), 0 < 𝑥 < ∞, denoted by 𝑓𝑐̅ (λ), is given by
2 ∞
𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥 …⑤
𝜋

Also inverse Fourier Cosine transform of 𝑓𝑐̅ (λ) gives 𝑓 (𝑥) as:
2 ∞
𝑓 (𝑥) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆 … ⑥
𝜋

2 ∞
Rewriting ⑤ as 𝑓𝑐̅ (λ) = √ ∫0 𝑓(𝑡 ) cos 𝜆𝑡 𝑑𝑡 and using in ⑥, Fourier cosine integral
𝜋

representation of 𝑓 (𝑥) is given by:

2 ∞ ∞
𝑓 (𝑥) = ∫0 ∫0 𝑓(𝑡 ) cos 𝜆𝑡 cos 𝜆𝑥 𝑑𝑡𝑑𝜆
𝜋

Remark:
 Parameter λ may be taken as p, s or ω as per usual notations.
1 ∞
 Fourier transform of 𝑓 (𝑥) may be given by 𝑓 (λ)
̅ = ∫ 𝑒 −𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥 ,
√2𝜋 −∞
1∞ 𝑖𝜆𝑥
then Inverse Fourier transform of 𝑓 (̅ λ)is given by 𝑓 (𝑥) = ∫−∞
̅
𝑒 𝑓(λ)𝑑𝜆
√2𝜋
∞
 Sometimes Fourier transform of 𝑓(𝑥) is taken as 𝑓 (λ)
̅ = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥 ,
1 ∞
thereby Inverse Fourier transform is given by 𝑓(𝑥) = ∫ 𝑒 −𝑖𝜆𝑥 ̅
𝑓(λ)𝑑𝜆
2𝜋 −∞
∞
Similarly if Fourier Sine transform is taken as 𝑓𝑠̅ (λ) = ∫0 𝑓 (𝑥) sin 𝜆𝑥 𝑑𝑥,
2 ∞
then Inverse Sine transform is given by 𝑓 (𝑥) = ∫0 𝑓𝑠̅ (λ) sin 𝜆𝑥 𝑑𝜆
𝜋

Similar is the case with Fourier Cosine transform.

Example 1 State giving reasons whether the Fourier transforms of the following
1 1, if 𝑥 is rational
functions exist: i. sin ii.𝑒 𝑥 iii. 𝑓 (𝑥) = {
𝑥 0, if 𝑥 is irrational
1
Solution: i. The graph of sin oscillates infinite number of times at 𝑥 = 𝑛𝜋, 𝑛 ∈ Z
𝑥
1
∴ 𝑓(𝑥) sin is having infinite number of maxima and minima in the interval
𝑥
1
(−∞, ∞). Hence Fourier transform of 𝑓(𝑥) = sin does not exist.
𝑥
∞
ii. For 𝑓 (𝑥) = 𝑒 𝑥 , ∫−∞|𝑒 𝑥 |𝑑𝑥 is not convergent. Hence Fourier transform of
𝑒 𝑥 does not exist.

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 1, if 𝑥 is rational
iii. 𝑓(𝑥) = { is having infinite number of maxima and
0, if 𝑥 is irrational
minima in the interval (−∞, ∞). Hence Fourier transform of 𝑓 (𝑥) does not exist.
Example 2 Find Fourier Sine transform of
1
i. ii. 2𝑒 −3𝑥 + 3𝑒 −2𝑥
𝑥

2 ∞
Solution: i. By definition, we have 𝐹𝑠 {𝑓(𝑥)} ≡ 𝑓𝑠̅ (λ) = √ ∫0 𝑓(𝑥) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞1 2 𝜋 𝜋
∴ 𝑓𝑠̅ (λ) = √ ∫0 sin 𝜆𝑥 𝑑𝑥 = √ . = √
𝜋 𝑥 𝜋 2 2

2 ∞
ii. By definition, 𝐹𝑠 {𝑓(𝑥)} ≡ 𝑓𝑠̅ (λ) = √ ∫0 𝑓(𝑥) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞
∴ 𝑓𝑠̅ (λ) = √ ∫0 (2𝑒 −3𝑥 + 3𝑒 −2𝑥 ) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 2 ∞
= √ ∫0 2𝑒 −3𝑥 sin 𝜆𝑥 𝑑𝑥 + √ ∫0 3𝑒 −2𝑥 sin 𝜆𝑥 𝑑𝑥
𝜋 𝜋

∞ ∞
2 2𝑒 −3𝑥 2 3𝑒 −2𝑥
=√ [ (−3 sin 𝜆𝑥 − 𝜆 cos 𝜆𝑥] + √ [ (−2 sin 𝜆𝑥 − 𝜆 cos 𝜆𝑥]
𝜋 9+𝜆2 0 𝜋 4+𝜆2 0

2 2𝜆 2 3𝜆 2 2𝜆 3𝜆 2 5𝜆3 +35𝜆
= √ [0 + 2
] + √ [0 + 2
]=√ [ 2
+ 2
] = √ [(9+𝜆2 )(4+𝜆2 )]
𝜋 9+𝜆 𝜋 4+𝜆 𝜋 9+𝜆 4+𝜆 𝜋

Example 3 Find Fourier transform of Delta function 𝛿(𝑥 − 𝑎)

1 ∞
Solution: 𝐹 {𝛿(𝑥 − 𝑎)} = ∫ 𝑒 𝑖𝜆𝑥 . 𝛿 (𝑥 − 𝑎) 𝑑𝑥
√2𝜋 −∞
1
= 𝑒 𝑖𝜆𝑎
√2𝜋
∞
∵ ∫−∞ 𝑓(𝑡) 𝛿 (𝑡 − 𝑎)𝑑𝑡 = 𝑓(𝑎) by virtue of fundamental property of Delta function
where 𝑓(𝑡) is any differentiable function.
⌈𝑛 𝑛𝜋
Example 4 Show that Fourier sine and cosine transforms of 𝑥 𝑛−1 are sin and
𝜆𝑛 2
⌈𝑛 𝑛𝜋
cos respectively.
𝜆𝑛 2
∞
Solution: By definition, ∫0 𝑒 −𝑡 𝑡 𝑛−1 𝑑𝑡 = ⌈𝑛

Putting 𝑡 = 𝑖𝜆𝑥 so that 𝑑𝑡 = 𝑖𝜆𝑑𝑥

∞
⇒ ∫0 𝑒 −𝑖𝜆𝑥 (𝑖𝜆𝑥)𝑛−1 𝑖𝜆 𝑑𝑥 = ⌈𝑛

Page | 4
 ∞ ⌈𝑛 𝑖 −𝑛
⇒ ∫0 𝑥 𝑛−1 𝑒 −𝑖𝜆𝑥 𝑑𝑥 =
𝜆𝑛
∞ ⌈𝑛 𝑛𝜋 𝑛𝜋
⇒ ∫0 𝑥 𝑛−1 (cos 𝜆𝑥 − 𝑖 sin 𝜆𝑥 ) 𝑑𝑥 = (cos − 𝑖 sin )
𝜆𝑛 2 2
𝑛𝜋 𝑛𝜋
∵ 𝑖 −𝑛 = (cos − 𝑖 sin )
2 2
∞ ∞ ⌈𝑛 𝑛𝜋 ⌈𝑛 𝑛𝜋
⇒ ∫0 𝑥 𝑛−1 cos 𝜆𝑥 𝑑𝑥 − 𝑖 ∫0 𝑥 𝑛−1 sin 𝜆𝑥 𝑑𝑥 = cos −𝑖 sin
𝜆𝑛 2 𝜆𝑛 2

Equating real and imaginary parts, we get

∞ ⌈𝑛 𝑛𝜋 ∞ ⌈𝑛 𝑛𝜋
∫0 𝑥 𝑛−1 cos 𝜆𝑥 𝑑𝑥 = 𝜆𝑛 cos 2
and ∫0 𝑥 𝑛−1 sin 𝜆𝑥 𝑑𝑥 =
𝜆𝑛
sin
2
⌈𝑛 𝑛𝜋 ⌈𝑛 𝑛𝜋
⇒ 𝑓𝑐̅ (λ) = cos and 𝑓𝑠̅ (λ) = sin
𝜆𝑛 2 𝜆𝑛 2

𝑥, 0 < 𝑥 < 1
Example 5 Find Fourier Cosine transform of 𝑓 (𝑥) = {2 − 𝑥, 1 < 𝑥 < 2
0, 𝑥>2
2 ∞
Solution: By definition, we have 𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞
∴ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 1 2 ∞
= √ [∫0 𝑥 cos 𝜆𝑥 𝑑𝑥 + ∫1 (2 − 𝑥) cos 𝜆𝑥 𝑑𝑥 + ∫2 0. cos 𝜆𝑥 𝑑𝑥 ]
𝜋

2 sin 𝜆𝑥 cos 𝜆𝑥 1 sin 𝜆𝑥 cos 𝜆𝑥 2

= √ [[(𝑥) ( ) − (1) (− )] + [(2 − 𝑥) ( ) − (−1) (− )] ]
𝜋 𝜆 𝜆2 0 𝜆 𝜆2 1

2 sin 𝜆 cos 𝜆 1 cos 2𝜆 sin 𝜆 cos 𝜆 2 2 cos 𝜆−cos 2𝜆−1

=√ [ + − − − + ]=√ [ ]
𝜋 𝜆 𝜆2 𝜆2 𝜆2 𝜆 𝜆2 𝜋 𝜆2

Example 6 Find Fourier Sine and Cosine transform of 𝑓 (𝑥) = 𝑒 −𝑥 and hence show that
∞ cos 𝑚𝑥 𝜋 ∞ 𝑥 sin 𝑚𝑥
∫0 𝑑𝑥 = 𝑒 −𝑚 = ∫0 𝑑𝑥
1+𝑥 2 2 1+𝑥 2

Solution: To find Fourier Sine transform

2 ∞
𝐹𝑠 {𝑓(𝑥)} ≡ 𝑓𝑠̅ (λ) = √ ∫0 𝑓 (𝑥) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 2 𝜆
⇒ 𝑓𝑠̅ (λ) = √ ∫0 𝑒 −𝑥 sin 𝜆𝑥 𝑑𝑥 = √ ( )……①
𝜋 𝜋 1+𝜆2

Taking inverse Fourier Sine transform of ①

Page | 5
 2 ∞
𝑓 (𝑥) = √ ∫0 𝑓𝑠̅ (λ) sin 𝜆𝑥 𝑑𝜆
𝜋

2 ∞ 𝜆
⇒ 𝑓(𝑥) = ∫0 𝑠𝑖𝑛𝜆𝑥𝑑𝜆…..②
𝜋 1+𝜆2

Substituting 𝑓 (𝑥) = 𝑒 −𝑥 in ②
2 ∞ 𝜆𝑠𝑖𝑛𝜆𝑥
⇒ 𝑒 −𝑥 = ∫ 𝑑𝜆
𝜋 0 1+𝜆2

Replacing 𝑥 by 𝑚 on both sides

2 ∞ 𝜆𝑠𝑖𝑛𝜆𝑚
⇒ 𝑒 −𝑚 = ∫0 𝑑𝜆
𝜋 1+𝜆2
𝑏 𝑏
Now by property of definite integrals ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑦)𝑑𝑦
𝜋 ∞ 𝑥 sin 𝑚𝑥
∴ 𝑒 −𝑚 = ∫0 𝑑𝑥 ….③
2 1+𝑥 2

Similarly taking Fourier Cosine transform of 𝑓 (𝑥) = 𝑒 −𝑥

2 ∞
𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 2 1
⇒ 𝑓𝑐̅ (λ) = √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥 = √ ( )……④
𝜋 𝜋 1+𝜆2

Taking inverse Fourier Cosine transform of ④

2 ∞
𝑓 (𝑥) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆
𝜋

2 ∞ 1
⇒ 𝑓(𝑥) = ∫0 cos 𝜆𝑥 𝑑𝜆….. ⑤
𝜋 1+𝜆2

Substituting 𝑓 (𝑥) = 𝑒 −𝑥 in ⑤
2 ∞ cos 𝜆𝑥
⇒ 𝑒 −𝑥 = ∫ 𝑑𝜆
𝜋 0 1+𝜆2

Replacing 𝑥 by 𝑚 on both sides

2 ∞ cos 𝜆𝑚
⇒ 𝑒 −𝑚 = ∫0 𝑑𝜆
𝜋 1+𝜆2
𝑏 𝑏
Again by property of definite integrals ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑦)𝑑𝑦
𝜋 ∞ cos 𝑚𝑥
∴ 𝑒 −𝑚 = ∫0 𝑑𝑥 …. ⑥
2 1+𝑥 2

Page | 6
 From ③and ⑥, we get
∞ cos 𝑚𝑥 𝜋 ∞ 𝑥 sin 𝑚𝑥
∫0 𝑑𝑥 = 𝑒 −𝑚 = ∫0 𝑑𝑥
1+𝑥 2 2 1+𝑥 2

1 − 𝑥 2 , |𝑥| < 1
Example 7 Find Fourier transform of 𝑓(𝑥) = {
0, |𝑥| > 1
∞ 𝑥cos 𝑥−sin 𝑥 𝑥
and hence evaluate ∫0 ( ) cos 𝑑𝑥
𝑥3 2

Solution: Fourier transform of 𝑓 (𝑥) is given by

1 ∞
̅
𝐹 {𝑓(𝑥)} ≡ 𝑓(λ) = ∫ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥
√2𝜋 −∞
1 1
= ∫ (1 − 𝑥 2 )𝑒 𝑖𝜆𝑥 𝑑𝑥
√2𝜋 −1
1
1 𝑒 𝑖𝜆𝑥 𝑒 𝑖𝜆𝑥 𝑒 𝑖𝜆𝑥
= [ (1 − 𝑥2) ( ) − (−2𝑥) ( 2 2 ) + (−2) ( 3 3 )]
√2𝜋 𝑖𝜆 𝑖 𝜆 𝑖 𝜆 −1
1 2𝑒 𝑖𝜆 2𝑒 𝑖𝜆 2𝑒 −𝑖𝜆 2𝑒 −𝑖𝜆
= [ − + + ]
√2𝜋 𝑖 2 𝜆2 𝑖 3 𝜆3 𝑖 2 𝜆2 𝑖 3 𝜆3
2 𝑒 𝑖𝜆 +𝑒 −𝑖𝜆 𝑒 𝑖𝜆 −𝑒 −𝑖𝜆
= √ [− + ] ∵ 𝑖 2 = −1 and 𝑖 3 = −𝑖
𝜋 𝜆2 𝑖𝜆3

2 2 cos 𝜆 2 sin 𝜆
= √ [− + ]
𝜋 𝜆2 𝜆3
2√2 sin 𝜆−𝜆cos 𝜆
∴ 𝑓 (̅ λ) = ( ) …..①
√𝜋 𝜆3

Taking inverse Fourier transform of ①

1 ∞
𝑓 (𝑥 ) = ∫−∞ 𝑒 −𝑖𝜆𝑥 ̅
𝑓(λ)𝑑𝜆
√2𝜋
2 ∞ sin 𝜆−𝜆cos 𝜆
⇒ 𝑓 (𝑥) = ∫−∞ 𝑒 −𝑖𝜆𝑥 ( ) 𝑑𝜆
𝜋 𝜆3
2 ∞ 𝜆cos 𝜆−sin 𝜆
⇒ 𝑓 (𝑥) = ∫−∞(cos 𝜆𝑥 − 𝑖 sin 𝜆𝑥) ( ) 𝑑𝜆 ∵ 𝑒 −𝑖𝜆𝑥 = cos 𝜆𝑥 − 𝑖 sin 𝜆𝑥
𝜋 𝜆3
2 ∞ sin 𝜆−𝜆cos 𝜆 sin 𝜆−𝜆cos 𝜆
⇒ 𝑓 (𝑥) = ∫−∞ [cos 𝜆𝑥 ( ) − 𝑖 sin 𝜆𝑥 ( )] 𝑑𝜆….②
𝜋 𝜆3 𝜆3

1 − 𝑥 2 , |𝑥| < 1
Substituting 𝑓 (𝑥) = { in ②
0, |𝑥| > 1
1 − 𝑥 2 , |𝑥| < 1 2 ∞ sin 𝜆−𝜆cos 𝜆 sin 𝜆−𝜆cos 𝜆
⇒{ = ∫−∞ [cos 𝜆𝑥 ( ) − 𝑖 sin 𝜆𝑥 ( )] 𝑑𝜆
0, |𝑥| > 1 𝜋 𝜆 3 𝜆3

Equating real parts on both sides, we get

Page | 7
 𝜋
∞ sin 𝜆−𝜆cos 𝜆 (1 − 𝑥 2 ), |𝑥| < 1
∫−∞ cos 𝜆𝑥 ( 𝜆3
) 𝑑𝜆 = {2
0, |𝑥| > 1
1
Putting 𝑥 = on both sides
2
∞ 𝜆 sin 𝜆−𝜆cos 𝜆 𝜋 1
∫−∞ cos 2 ( 𝜆3
) 𝑑𝜆 = (1 − )
2 4
∞ 𝜆 sin 𝜆−𝜆cos 𝜆 3𝜋 𝜆 sin 𝜆−𝜆cos 𝜆
⇒ 2 ∫0 cos ( ) 𝑑𝜆 = ∵ cos ( ) is an even function of 𝜆
2 𝜆3 8 2 𝜆3
𝑏 𝑏
Now by property of definite integrals ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑦)𝑑𝑦
∞ 𝑥cos 𝑥−sin 𝑥 𝑥 3𝜋
∴ ∫0 ( ) cos 𝑑𝑥 = −
𝑥3 2 16
1
Example 8 Find the Fourier cosine transform of 𝑓 (𝑥) =
1+𝑥 2

Solution: To find Fourier cosine transform

2 ∞
𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 1
⇒ 𝑓𝑐̅ (λ) = √ ∫0 cos 𝜆𝑥 𝑑𝑥 …..①
𝜋 1+𝑥 2

To evaluate the integral given by ①

Let 𝑔(𝑥) = 𝑒 −𝑥 …… ②
2 ∞
𝐹𝑐 {𝑔(𝑥)} ≡ 𝑔̅𝑐 (λ) = √ ∫0 𝑔(𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞
⇒ 𝑔̅𝑐 (λ) = √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥
𝜋

2 𝑒 −𝑥 ∞
=√ [ 2
(− cos 𝜆𝑥 + 𝜆 sin 𝜆𝑥)]
𝜋 1+𝜆 0

2 1
⇒ 𝑔̅𝑐 (λ) = √
𝜋 1+𝜆2

Again taking Inverse Fourier cosine transform

2 ∞ 1
𝑔(𝑥) = ∫0 cos 𝜆𝑥 𝑑𝜆
𝜋 1+𝜆2
2 ∞ 1
⇒ 𝑔(𝜆) = ∫0 cos 𝜆𝑥 𝑑𝑥
𝜋 1+𝑥 2
∞ 1 𝜋
⇒ ∫0 cos 𝜆𝑥 𝑑𝑥 = 𝑔(𝜆) ….. ③
1+𝑥 2 2

Page | 8
 Using ② in ③, we get
∞ 1 𝜋
⇒ ∫0 cos 𝜆𝑥 𝑑𝑥 = 𝑒 −𝜆 ……④
1+𝑥 2 2

Using ④ in ①, we get

2 ∞ 1 2 𝜋 𝜋
𝑓𝑐̅ (λ) = √ ∫0 cos 𝜆𝑥 𝑑𝑥 = √ . 𝑒 −𝜆 = √ 𝑒 −𝜆
𝜋 1+𝑥 2 𝜋 2 2

𝑒 −𝑎𝑥
Example 9 Find the Fourier sine transform of 𝑓 (𝑥 ) = and use it to evaluate
𝑥
∞ 𝑥
∫0 𝑡𝑎𝑛−1 (𝑎) 𝑠𝑖𝑛𝑥𝑑𝑥

Solution: To find Fourier sine transform

2 ∞
𝐹𝑠 {𝑓(𝑥)} ≡ 𝑓𝑠̅ (λ) = √ ∫0 𝑓 (𝑥) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞𝑒 −𝑎𝑥
⇒ 𝑓𝑠̅ (λ) = √ ∫0 sin 𝜆𝑥 𝑑𝑥
𝜋 𝑥

To evaluate the integral, differentiating both sides with respect to 𝜆

𝑑 2 ∞ 𝑒 −𝑎𝑥
𝑓 ̅ (λ) = √ ∫0 (cos 𝜆𝑥 )𝑥𝑑𝑥
𝑑𝜆 𝑠 𝜋 𝑥

2 ∞ 2 𝑎
= √ ∫0 𝑒 −𝑎𝑥 𝑐𝑜𝑠𝜆𝑥𝑑𝑥 = √ 2 2
𝜋 𝜋 𝑎 +𝜆

Now integrating both sides with respect to 𝜆

2 𝑎
𝑓𝑠̅ (λ) = √ ∫ 2 2 𝑑𝜆
𝜋 𝑎 +𝜆

2 𝜆
⇒ 𝑓𝑠̅ (λ) = √ 𝑡𝑎𝑛−1 ( ) + 𝑐
𝜋 𝑎

when 𝜆 = 0, 𝑓𝑠̅ (λ) = 0, ⇒ c = 0

2 𝜆
∴ 𝑓𝑠̅ (λ) = √ 𝑡𝑎𝑛−1 ( )
𝜋 𝑎

Again taking Inverse Fourier Sine transform

2 ∞ 𝜆
𝑓 (𝑥) = ∫0 𝑡𝑎𝑛−1 ( ) sin 𝜆𝑥 𝑑𝜆
𝜋 𝑎
𝑒 −𝑎𝑥
Substituting 𝑓 (𝑥) = on both sides
𝑥

Page | 9
 𝑒 −𝑎𝑥 2 ∞ 𝜆
= ∫0 𝑡𝑎𝑛−1 ( ) sin 𝜆𝑥 𝑑𝜆
𝑥 𝜋 𝑎

Putting 𝑥 =1 on both sides

𝜋 ∞ 𝜆
𝑒 −𝑎 = ∫0 𝑡𝑎𝑛−1 sin 𝜆 𝑑𝜆
2 𝑎
∞ 𝜆 𝜋
⇒ ∫0 𝑡𝑎𝑛−1 sin 𝑥 𝑑𝑥 = 𝑒 −𝑎
𝑎 2
∞ cos 𝜆𝑡 𝜋
Example 10 If 𝑡 > 0 Show that i. ∫0 𝑑𝜆 = 𝑒 −𝑎𝑡 , 𝑎 > 0
𝜆2 + 𝑎 2 2𝑎
∞ 𝜆sin 𝜆𝑡 𝜋
ii. ∫0 𝑑𝜆 = 𝑒 𝑎𝑡 , 𝑎 ≤ 0
𝜆2 + 𝑎 2 2
𝜋
Solution: i. Let 𝑓 (𝑡 ) = 𝑒 −𝑎𝑡 , 𝑎 > 0, 𝑡 > 0
2𝑎

Taking Fourier cosine transform of 𝑓 (𝑡 ), we get

2 ∞
𝐹𝑐 {𝑓(𝑡)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑡 ) cos 𝜆𝑡 𝑑𝑡
𝜋

𝜋 2 ∞
= √ ∫0 𝑒 −𝑎𝑡 cos 𝜆𝑡 𝑑𝑡
2𝑎 𝜋

1 𝜋 𝑎
= √ 2 2
𝑎 2 𝑎 +𝜆

Also inverse Fourier cosine transform of 𝑓𝑐̅ (λ) gives 𝑓(𝑡 ) as:
2 ∞
𝑓 (𝑡 ) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑡 𝑑𝜆
𝜋

1 𝜋 2 ∞ 𝑎
= √ √ ∫0 cos 𝜆𝑡 𝑑𝜆
𝑎 2 𝜋 𝑎2 +𝜆2

∞ cos 𝜆𝑡
⇒ 𝑓 (𝑡 ) = ∫0 𝑑𝜆
𝜆2 + 𝑎 2
∞ cos 𝜆𝑡 𝜋
∴ ∫0 𝑑𝜆 = 𝑒 −𝑎𝑡 , 𝑎 > 0
𝜆2 + 𝑎 2 2𝑎
𝜋
ii. Again let 𝑔(𝑡 ) = 𝑒 𝑎𝑡 , 𝑎 ≤ 0, 𝑡 > 0
2

Taking Fourier sine transform of 𝑔(𝑡 ), we get

2 ∞
𝐹𝑠 {𝑔(𝑡)} ≡ 𝑔̅𝑠 (λ) = √ ∫0 𝑔(𝑡 ) sin 𝜆𝑡 𝑑𝑡
𝜋

𝜋 2 ∞
= √ ∫0 𝑒 𝑎𝑡 sin 𝜆𝑡 𝑑𝑡, 𝑎 ≤ 0
2 𝜋

Page | 10
 𝜋 ∞
= √ ∫0 𝑒 −𝑎𝑡 sin 𝜆𝑡 𝑑𝑡 , 𝑎 > 0
2

𝜋 𝜆
=√
2 𝑎2 +𝜆2

Also inverse Fourier sine transform of 𝑔̅𝑠 (λ) gives 𝑔(𝑡 ) as:
2 ∞
𝑔(𝑡 ) = √ ∫0 𝑔̅𝑠 (λ) sin 𝜆𝑡 𝑑𝜆
𝜋

𝜋 2 ∞ 𝜆
= √ √ ∫0 sin 𝜆𝑡 𝑑𝜆
2 𝜋 𝑎2 +𝜆2

∞ 𝜆sin 𝜆𝑡
⇒ 𝑔(𝑡 ) = ∫0 𝑑𝜆
𝜆2 + 𝑎 2
∞ 𝜆sin 𝜆𝑡 𝜋
∴ ∫0 𝑑𝜆 = 𝑒 𝑎𝑡 , 𝑎 ≤ 0
𝜆2 + 𝑎 2 2
−𝑥2
Example 11 Prove that Fourier transform of 𝑒 2 is self reciprocal.
Solution: Fourier transform of 𝑓 (𝑥) is given by
1 ∞
̅
𝐹 {𝑓(𝑥)} ≡ 𝑓 (λ) = ∫ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥
√2𝜋 −∞
−𝑥2 1 ∞ −𝑥2
∴ 𝐹 {𝑒 2 } = 𝑓(𝜆) = ∫ 𝑒 2 𝑒 𝑖𝜆𝑥 𝑑𝑥
√2𝜋 −∞
2
∞ −𝑥 + 𝑖𝜆𝑥
1 1 ∞ −1
(𝑥 2 − 2 𝑖𝜆𝑥)
= ∫ 𝑒 2 𝑑𝑥 = ∫ 𝑒2
√2𝜋 −∞ √ 2𝜋 −∞
−1
1 ∞ (𝑥 2 −2𝑖𝜆𝑥 + (𝑖𝜆)2 − (𝑖𝜆)2 )
= ∫ 𝑒2
2𝜋 −∞
𝑑𝑥
√
−1 𝑖2 𝜆2
1 ∞ (𝑥−𝑖𝜆)2 +
= ∫ 𝑒2
2𝜋 −∞
2 𝑑𝑥
√
−𝜆2
−1
𝑒 2 ∞ (𝑥−𝑖𝜆)2
= ∫−∞ 𝑒 2 𝑑𝑥
√2𝜋
−𝜆2 2
𝑒 2 ∞ −𝑧
= ∫ 𝑒 2 𝑑𝑧 By putting 𝑧 = (𝑥 − 𝑖𝜆)
√2𝜋 −∞
−𝜆2 2
2𝑒 2 ∞ −𝑧 −𝑧2
= ∫ 𝑒 2 𝑑𝑧 𝑒 2 being even function of 𝑧
√2𝜋 0
−𝜆2
𝑧 2
2𝑒 2 ∞ −( )
= ∫0
𝑒 √2 𝑑𝑧
√2𝜋
𝑧
Put = 𝑡 ⇒ 𝑑𝑧 = √2 𝑑𝑡
√2

Page | 11
 −𝜆2
2√2𝑒 2 ∞ 2
∴ 𝑓 (𝜆 ) = ∫0 𝑒 −𝑡 𝑑𝑡
√2𝜋
−𝜆2
2𝑒 2 −𝜆2 ∞
√𝜋 2 √𝜋
= . =𝑒 2 ∵ ∫0 𝑒 −𝑡 𝑑𝑡 =
√𝜋 2 2

−𝑥2 −𝜆2
∴ 𝐹 {𝑒 2 }=𝑒 2

−𝑥2 −𝜆2
Hence we see that Fourier transform of 𝑒 2 is given by 𝑒 2 . Variable 𝑥 is transformed
−𝑥2
to 𝜆. ∴ We can say that Fourier transform of 𝑒 2 is self reciprocal.
2
Example 12 Find Fourier Cosine transform of 𝑒 −𝑥 .
2 ∞
Solution: By definition, 𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 2
⇒ 𝑓𝑐̅ (λ) = √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥
𝜋

2 ∞ 2 𝑒 𝑖𝜆𝑥 +𝑒 −𝑖𝜆𝑥
= √ ∫0 𝑒 −𝑥 ( ) 𝑑𝑥
𝜋 2

1 ∞ 2 2
= ∫ ( 𝑒 −𝑥 𝑒 𝑖𝜆𝑥 + 𝑒 −𝑥 𝑒 −𝑖𝜆𝑥 )𝑑𝑥
2𝜋 0
√
1 ∞ 2 2 −𝑖𝜆𝑥
=
2𝜋
∫0 (𝑒 −𝑥 +𝑖𝜆𝑥 + 𝑒 −𝑥 ) 𝑑𝑥
√

𝑖𝜆 𝑖𝜆 2 𝑖𝜆 2 𝑖𝜆 𝑖𝜆 2 𝑖𝜆 2
1 ∞ −(𝑥 2 −2 ( )𝑥 + ( ) − ( ) ) −(𝑥 2 +2 ( )𝑥 + ( ) − ( ) )
= ∫ (𝑒 2 2 2 +𝑒 2 2 2 ) 𝑑𝑥
√2𝜋 0

𝑖𝜆 𝑖 𝜆 2 2 2 𝑖𝜆 2 𝑖2 𝜆2
1 ∞ −(𝑥− ) + −(𝑥+ ) +
= ∫ (𝑒 2 4 +𝑒 2 4 ) 𝑑𝑥
√2𝜋 0

−𝜆2 2 2
∞ 𝑖𝜆 ∞ −(𝑥+𝑖𝜆)
𝑒 4
= [∫0 𝑒 −(𝑥− 2 ) 𝑑𝑥 + ∫0 𝑒 2 𝑑𝑥]
√2𝜋

−𝜆2 −𝜆2
𝑒 4 √𝜋 √𝜋 √𝜋𝑒 4
= [ + ]=
√2𝜋 2 2 √2𝜋

1 𝜆2
−
⇒ 𝑓𝑐̅ (λ) = e 4
√2

Or
2
Fourier Cosine transform of 𝑒 −𝑥 can also be found using the method given below:

Page | 12
 2 ∞ 2
𝑓𝑐̅ (λ) = √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥 ….①
𝜋

Differentiating both sides with respect to λ

𝑑 2 ∞ 2
⇒ 𝑓 ̅ (λ) = −√ ∫0 𝑥𝑒 −𝑥 sin 𝜆𝑥 𝑑𝑥
𝑑𝜆 𝑐 𝜋

2 ∞ 2
2 𝑒 −𝑥 2 ∞ 𝑒 −𝑥
= √ [sin 𝜆𝑥. ] − √ ∫0 𝜆cos 𝜆𝑥. 𝑑𝑥
𝜋 2 𝜋 2
0

𝜆 2 ∞ 2
= 0 − √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥 ….②
2 𝜋

𝑑 𝜆
⇒ 𝑓𝑐̅ (λ) = − 𝑓𝑐̅ (λ) using ① in ②
𝑑𝜆 2
𝑑 ̅
𝑓 (λ) 𝜆
𝑑𝜆 𝑐
⇒ =−
𝑓𝑐̅ (λ) 2

Integrating both sides with respect to λ

𝜆2
⇒ log 𝑓𝑐̅ (λ) = − + log 𝑘 , where log 𝑘 is the constant of integration
4
𝜆2
⇒ 𝑓𝑐̅ (λ) = 𝐾e− 4 …..③

2 ∞ 2 𝜆2
⇒ √ ∫0 𝑒 −𝑥 cos 𝜆𝑥 𝑑𝑥 = 𝑘e− 4
𝜋

Putting λ = 0 on both sides

2 ∞ 2
√ ∫0 𝑒 −𝑥 𝑑𝑥 = 𝑘
𝜋

2 √𝜋 1
⇒𝑘=√ . = ….. ④
𝜋 2 √2

Using ④ in ③, we get

1 𝜆2
𝑓𝑐̅ (λ) = e− 4
√2
2
Example 13 Find Fourier transform of 𝑥𝑒 −𝑎𝑥 , 𝑎 > 0
2 1 ∞ 2
Solution: By definition, 𝐹{ 𝑥𝑒 −𝑎𝑥 } = 𝑓(𝜆) = ∫ 𝑥𝑒 −𝑎𝑥 𝑒 𝑖𝜆𝑥 𝑑𝑥
2𝜋 −∞
√
1 ∞ 2 +𝑖𝜆𝑥
= ∫ 𝑥𝑒 −𝑎𝑥
2𝜋 −∞
𝑑𝑥
√

Page | 13
 𝑖𝜆 𝑖𝜆 2 𝑖𝜆 2
1 ∞ −𝑎(𝑥 2 −2 ( )𝑥 + ( ) − ( ) )
= ∫ 𝑥𝑒 2𝑎 2𝑎 2𝑎 𝑑𝑥
√2𝜋 −∞

𝑖𝜆 𝑖 𝜆 2 2 2
1 ∞ −𝑎(𝑥− ) +
= ∫ 𝑥𝑒 2𝑎 4𝑎 𝑑𝑥
√2𝜋 −∞
−𝜆2
∞ 𝑖𝜆 2 ∞ −𝑎(𝑥− 𝑖𝜆 )
2
𝑒 4𝑎 𝑖𝜆 −𝑎(𝑥− ) 𝑖𝜆
= [∫−∞ (𝑥 − )𝑒 2𝑎 𝑑𝑥 + ∫ 𝑒 2𝑎 𝑑𝑥]
√2𝜋 2𝑎 2𝑎 −∞

−𝜆2
𝑒 4𝑎 ∞ 2 𝑖𝜆 ∞ −𝑎𝑡 2 𝑖𝜆
= [∫−∞ 𝑡𝑒 −𝑎𝑡 𝑑𝑡 + ∫ 𝑒 𝑑𝑡] , Putting (𝑥 − )=𝑡
√2𝜋 2𝑎 −∞ 2𝑎

−𝜆2
𝑒 4𝑎 𝑖𝜆 ∞ 2
= [0 + ∫ 𝑒 −𝑎𝑡 𝑑𝑡]
𝑎 0
√2𝜋
2 2
∵ 𝑡𝑒 −𝑎𝑡 is odd function and 𝑒 −𝑎𝑡 is even function in 𝑡
−𝜆2
𝑒 4𝑎 𝑖𝜆 ∞ 2
= . ∫0 𝑒 −(√𝑎 𝑡) 𝑑𝑡
√2𝜋 𝑎

−𝜆2
𝑒 4𝑎 𝑖𝜆 ∞ 2
= . ∫0 𝑒 −𝑧 𝑑𝑧 , Putting √𝑎 𝑡 = 𝑧
√2𝜋 𝑎√𝑎

−𝜆2
𝑒 4𝑎 𝑖𝜆 √𝜋 ∞ 2 √𝜋
= . . ∵ ∫0 𝑒 −𝑧 𝑑𝑧 =
√2𝜋 𝑎√𝑎 2 2

−𝜆2
𝑖𝜆 𝑒 4𝑎
⇒ 𝑓(𝜆) =
2𝑎 √2𝑎

𝑥2, 0 < 𝑥 < 𝑎

Example 14 Find Fourier cosine integral representation of 𝑓(𝑥) = {
0 , 𝑥>𝑎
𝑥2, 0 < 𝑥 < 𝑎
Solution: Taking Fourier Cosine transform of 𝑓(𝑥) = {
0 , 𝑥>𝑎
2 ∞
𝐹𝑐 {𝑓(𝑥)} ≡ 𝑓𝑐̅ (λ) = √ ∫0 𝑓 (𝑥) cos 𝜆𝑥 𝑑𝑥
𝜋

2 𝑎
⇒ 𝑓𝑐̅ (λ) = √ ∫0 𝑥 2 cos 𝜆𝑥 𝑑𝑥
𝜋

2 𝑠𝑖𝑛𝜆𝑥 −𝑐𝑜𝑠𝜆𝑥 −𝑠𝑖𝑛𝜆𝑥 𝑎

= √ [ (𝑥 2 ) ( ) − (2𝑥) ( ) + (2) ( )]
𝜋 𝜆 𝜆2 𝜆3 0

2 𝑎2 2 2𝑎
⇒ 𝑓𝑐̅ (λ) = √ [( − ) 𝑠𝑖𝑛𝜆𝑎 + 𝑐𝑜𝑠𝜆𝑎]
𝜋 𝜆 𝜆3 𝜆2

Now taking Inverse Fourier Cosine transform

Page | 14
 2 ∞ 𝑎2 2 2𝑎
𝑓 (𝑥) = ∫0 [( − 3 ) 𝑠𝑖𝑛𝜆𝑎 + 2 𝑐𝑜𝑠𝜆𝑎] cos 𝜆𝑥 𝑑𝜆
𝜋 𝜆 𝜆 𝜆

𝑥2, 0 < 𝑥 < 𝑎

This is the required Fourier cosine integral representation of 𝑓(𝑥) = {
0 , 𝑥>𝑎
sin 𝑥 , 0 < 𝑥 < 𝜋
Example 15 If 𝑓 (𝑥) = { , prove that
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝜋𝑡
1 ∞ 2cos 𝜆𝑥 + cos(𝜋+𝑥)𝜆+cos(𝜋−𝑥)𝜆 ∞ cos 2
𝑓 (𝑥) = ∫0 𝑑𝜆 . Hence evaluate ∫0 𝑑𝑡
𝜋 1−𝜆2 1−𝑡 2

sin 𝑥 , 0 < 𝑥 < 𝜋

Solution: Given 𝑓 (𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
To find Fourier cosine integral representation of 𝑓(𝑥), taking Fourier Cosine
transform of 𝑓 (𝑥)
2 ∞ 2 𝜋
𝑓𝑐̅ (λ) = √ ∫0 𝑓(𝑥)𝑐𝑜𝑠𝜆𝑥𝑑𝑥 = √ ∫0 sin 𝑥 𝑐𝑜𝑠𝜆𝑥𝑑𝑥
𝜋 𝜋

1 𝜋
=√
2𝜋
∫0 (sin(𝜆 + 1)𝑥 − sin(𝜆 − 1)𝑥) 𝑑𝑥

1 cos(𝜆+1)𝑥 cos(𝜆−1)𝑥 𝜋
=√ [− (𝜆+1)
+ (𝜆−1)
]
2𝜋 0

1 cos(𝜆+1)𝜋 cos(𝜆−1)𝜋 1 1
=√ [− (𝜆+1)
+ (𝜆−1)
+ (𝜆+1) − (𝜆−1)]
2𝜋

1 cos 𝜆𝜋 cos 𝜆𝜋 1 1
=√ [ − + (𝜆+1) − (𝜆−1)]
2𝜋 (𝜆+1) (𝜆−1)

1 (𝜆−1) cos 𝜆𝜋 − (𝜆+1) cos 𝜆𝜋 𝜆−1−𝜆−1

=√ [ (𝜆+1)(𝜆−1)
+ (𝜆+1)(𝜆−1)]
2𝜋

1 −2 cos 𝜆𝜋−2 2 1+cos 𝜆𝜋

⇒ 𝑓𝑐̅ (λ) = √ [ 2
]=√ [ 2
]
2𝜋 𝜆 −1 𝜋 1−𝜆

2 ∞
Taking Inverse Fourier Cosine transform, 𝑓 (𝑥) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆
𝜋
2 ∞ 1+cos 𝜆𝜋
⇒ 𝑓 (𝑥) = ∫0 [ ] cos 𝜆𝑥 𝑑𝜆
𝜋 1−𝜆2
1 ∞ 2cos 𝜆𝑥 + 2 cos 𝜆𝜋 cos 𝜆𝑥
= ∫0 𝑑𝜆
𝜋 1−𝜆2
1 ∞ 2cos 𝜆𝑥 + cos(𝜋+𝑥)𝜆+cos(𝜋−𝑥)𝜆
= ∫0 𝑑𝜆
𝜋 1−𝜆2
1 ∞ 2cos 𝜆𝑥 + cos(𝜋+𝑥)𝜆+cos(𝜋−𝑥)𝜆
⇒ 𝑓 (𝑥) = ∫0 𝑑𝜆
𝜋 1−𝜆2

Page | 15
 sin 𝑥 , 0 < 𝑥 < 𝜋
Putting 𝑓 (𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 ∞ 2cos 𝜆𝑥 + cos(𝜋+𝑥)𝜆+cos(𝜋−𝑥)𝜆 sin 𝑥 , 0 < 𝑥 < 𝜋
⇒ ∫0 𝑑𝜆 = {
𝜋 1−𝜆2 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝜋
Putting 𝑥 = on both sides
2
𝜋𝜆 𝜋 𝜋
1 ∞ 2cos 2 + cos(𝜋+ 2 )𝜆+cos(𝜋− 2 )𝜆
⇒ ∫ 𝑑𝜆 = 1
𝜋 0 1−𝜆2
𝜋𝜆 𝜋𝑡
∞ cos 2 𝜋 ∞ cos 2 𝜋
⇒ ∫0 2
𝑑𝜆 = ⇒ ∫0 𝑑𝑡 =
1−𝜆 2 1−𝑡 2 2

∞ 1 − 𝜆, 0 ≤ 𝜆 ≤ 1
Example 16 Solve the integral equation ∫0 𝑓 (𝑥)𝑐𝑜𝑠𝜆𝑥𝑑𝑥 = {
0, 𝜆>1
∞ 𝑠𝑖𝑛2 𝑡 𝜋
Hence deduce that ∫0 𝑑𝑡 =
𝑡2 2

∞ 1 − 𝜆, 0 ≤ 𝜆 ≤ 1
Solution: Given that ∫0 𝑓 (𝑥)𝑐𝑜𝑠𝜆𝑥𝑑𝑥 = { ……①
0, 𝜆>1

2
2 ∞ √ (1 − 𝜆 ), 0 ≤ 𝜆 ≤ 1
⇒ √ ∫0 𝑓(𝑥)𝑐𝑜𝑠𝜆𝑥𝑑𝑥 ={ 𝜋
𝜋
0, 𝜆 > 1.

2
√ (1 − 𝜆 ), 0 ≤ 𝜆 ≤ 1
⇒ 𝑓𝑐̅ (λ) = { 𝜋
0, 𝜆 > 1.
Taking Inverse Fourier Cosine transform
2 ∞
𝑓(𝑥) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆
𝜋

2 1
⇒ 𝑓 (𝑥 ) = ∫ (1 − 𝜆) cos 𝜆𝑥 𝑑𝜆
𝜋 0

2 𝑠𝑖𝑛𝜆𝑥 −𝑐𝑜𝑠𝜆𝑥 1
= [(1 − 𝜆) ( ) − (−1) ( )]
𝜋 𝑥 𝑥2 0
2 𝑥
2 𝑐𝑜𝑠𝑥 1 2 1−𝑐𝑜𝑠𝑥 2 2𝑠𝑖𝑛 2
= [− + ]= [ ]=
𝜋 𝑥2 𝑥2 𝜋 𝑥2 𝜋 𝑥2
𝑥
4𝑠𝑖𝑛2
⇒ 𝑓 (𝑥 ) = 2
….②
𝜋𝑥 2

Using ②in ①, we get

Page | 16
 2𝑥
∞ 4𝑠𝑖𝑛 1 − 𝜆, 0 ≤ 𝜆 ≤ 1
∫0 𝜋𝑥2 2 𝑐𝑜𝑠𝜆𝑥𝑑𝑥 = {
0, 𝜆>1
Putting 𝜆 = 0 on both sides
2𝑥
4 ∞ 𝑠𝑖𝑛 2
⇒ ∫ 𝑑𝑥 =1
𝜋 0 𝑥2
2𝑥
∞ 𝑠𝑖𝑛 𝜋
⇒ ∫0 𝑥2 2 𝑑𝑥 =
4
𝑥
Putting = 𝑡 , 𝑑𝑥 = 2𝑑𝑡
2
∞ 𝑠𝑖𝑛2 𝑡 𝜋 ∞ 𝑠𝑖𝑛2 𝑡 𝜋
∴ ∫0 2𝑑𝑡 = ⇒ ∫0 𝑑𝑡 =
4𝑡 2 4 𝑡2 2

Example 17 Find the function 𝑓 (𝑥) if its Cosine transform is given by:
1 𝜆
sin 𝑎𝜆 (𝑎 − ) , 𝜆 < 2𝑎
(i) (ii) {√2𝜋 2
𝜆
0 , 𝜆 ≥ 2𝑎
sin 𝑎𝜆
Solution: (i) Given that 𝑓𝑐̅ (λ) =
𝜆

Taking Inverse Fourier Cosine transform

2 ∞
𝑓(𝑥) = ∫ 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆
𝜋 0
2 ∞ sin 𝑎𝜆
⇒ 𝑓 (𝑥) = ∫0 cos 𝜆𝑥 𝑑𝜆
𝜋 𝜆
1 2 ∞ 2sin 𝑎𝜆 cos 𝜆𝑥
= . ∫0 𝑑𝜆
2 𝜋 𝜆
1 ∞ sin(𝑎+𝑥)𝜆 1 ∞ sin (𝑎−𝑥) 𝜆
= ∫0 𝑑𝜆 + ∫0 𝑑𝜆
𝜋 𝜆 𝜋 𝜆

Now 0 < 𝑥 < ∞ ∴ 𝑎 + 𝑥 > 0

1 𝜋 𝜋
[ + ] , 𝑎 − 𝑥 > 0 𝑖. 𝑒. 𝑥 < 𝑎 ∞ sin 𝜆𝑥 𝜋
⇒ 𝑓(𝑥) = {𝜋1 2
𝜋
2
𝜋
∵ ∫0 𝑑𝑥 = , 𝜆 > 0
𝑥 2
[ − ] , 𝑎 − 𝑥 < 0 𝑖. 𝑒. 𝑥 > 𝑎
𝜋 2 2

1 ,𝑥 < 𝑎
⇒ 𝑓 (𝑥 ) = {
0, 𝑥 > 𝑎
1 𝜆
(𝑎 − ) , 𝜆 < 2𝑎
(ii) Given that 𝑓𝑐̅ (λ) = {√2𝜋 2
0 , 𝜆 ≥ 2𝑎
Taking Inverse Fourier Cosine transform

Page | 17
 2 ∞
𝑓(𝑥) = √ ∫0 𝑓𝑐̅ (λ) cos 𝜆𝑥 𝑑𝜆
𝜋

2 2𝑎 1 𝜆
⇒ 𝑓 (𝑥) = √ ∫0 (𝑎 − ) cos 𝜆𝑥 𝑑𝜆
𝜋 √2𝜋 2

1 2𝑎 𝜆
= ∫0 (𝑎 − ) cos 𝜆𝑥 𝑑𝜆
𝜋 2

1 𝜆 sin 𝜆𝑥 1 cos 𝜆𝑥 2𝑎
= [(𝑎 − ) ( ) − (− ) (− )]
𝜋 2 𝑥 2 𝑥2 0

1 cos 2𝑎𝑥 1 1 sin2 𝑎𝑥

= [− + ]= [1 − cos 2𝑎𝑥 ] =
𝜋 2𝑥 2 2𝑥 2 2𝜋𝑥 2 𝜋𝑥 2

Example 18 Find the function 𝑓 (𝑥) if its Sine transform is given by:
𝜆
(i) 𝑒 −𝑎𝜆 (ii)
1+𝜆2

Solution: (i) Given that 𝑓𝑠̅ (λ) = 𝑒 −𝑎𝜆

Taking Inverse Fourier Sine transform
2 ∞
𝑓(𝑥) = ∫ 𝑓𝑠̅ (λ) sin 𝜆𝑥 𝑑𝜆
𝜋 0
2 ∞ 2 𝑥
⇒ 𝑓 (𝑥) = ∫0 𝑒 −𝑎𝜆 sin 𝜆𝑥 𝑑𝜆 = . 2 2
𝜋 𝜋 𝑎 +𝑥
𝜆
(ii) Given that 𝑓𝑠̅ (λ) =
1+𝜆2

Taking Inverse Fourier Sine transform

2 ∞
𝑓(𝑥) = ∫ 𝑓𝑠̅ (λ) sin 𝜆𝑥 𝑑𝜆
𝜋 0
2 ∞ 𝜆
⇒ 𝑓 (𝑥) = ∫0 sin 𝜆𝑥 𝑑𝜆
𝜋 1+𝜆2
2 ∞ 𝜆2 2 ∞ (1+𝜆2 )−1
= ∫0 sin 𝜆𝑥 𝑑𝜆 = ∫0 sin 𝜆𝑥 𝑑𝜆
𝜋 𝜆(1+𝜆2 ) 𝜋 𝜆(1+𝜆2 )

2 ∞ sin 𝜆𝑥 2 ∞ sin 𝜆𝑥
= ∫0 𝑑𝜆 − ∫0 𝑑𝜆
𝜋 𝜆 𝜋 𝜆(1+𝜆2 )

2 ∞ sin 𝜆𝑥
⇒ 𝑓 (𝑥) = 1 − ∫0 𝑑𝜆 ……①
𝜋 𝜆(1+𝜆2 )

∞ sin 𝜆𝑥 𝜋
∵ ∫0 𝑑𝜆 = , 𝑥 > 0
𝜆 2

Differentiating with respect to 𝑥

2 ∞ 𝜆 cos 𝜆𝑥
⇒ 𝑓′(𝑥) = 0 − ∫0 𝑑𝜆
𝜋 𝜆(1+𝜆2 )

Page | 18
 2 ∞ cos 𝜆𝑥
⇒ 𝑓′(𝑥) = − ∫0 𝑑𝜆 ……②
𝜋 (1+𝜆2 )

2 ∞ 𝜆 sin 𝜆𝑥
Also 𝑓′′(𝑥) = ∫0 𝑑𝜆 = 𝑓(𝑥)
𝜋 (1+𝜆2 )

⇒ 𝑓 ′′ (𝑥) − 𝑓 (𝑥) = 0….. ③

This is a linear differential equation with constant coefficients

③may be written as (𝐷 2 − 1)𝑓 (𝑥) = 0

Auxiliary equation is 𝑚2 − 1 = 0
⇒ m = ±1

Solution of ③ is given by

𝑓 (𝑥) = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 ….. ④

⇒ 𝑓 ′ (𝑥) = 𝑐1 𝑒 𝑥 − 𝑐2 𝑒 −𝑥 …..⑤

Now from ①, 𝑓(𝑥) = 1, at 𝑥 = 0

Using in ④, we get 𝑐1 + 𝑐2 = 1 ….⑥

2 ∞ 1
Again from ②, 𝑓′(𝑥) = − ∫0 𝑑𝜆, at 𝑥 = 0
𝜋 (1+𝜆2 )

2
⇒ 𝑓′(𝑥) = − [tan−1 𝜆]∞
0 = −1 at 𝑥 = 0
𝜋

Using in ⑤, we get 𝑐1 − 𝑐2 = −1 …. ⑦

Solving ⑥ and ⑦, we get 𝑐1 = 0, 𝑐2 = 1

Using in ④, we get 𝑓 (𝑥) = 𝑒 −𝑥

Note: Solution of the differential equation 𝑓 ′′ (𝑥) − 𝑓 (𝑥) = 0 may be written directly
as 𝑓 (𝑥) = 𝑒 −𝑥
Example 19 Find the Fourier transform of the function 𝑓 (𝑥) = 𝑒 −𝑎|𝑥| , −∞ < 𝑥 < ∞
𝑒 𝑎𝑥 , 𝑥 < 0
Solution: 𝑓(𝑥) = {
𝑒 −𝑎𝑥 𝑥 ≥ 0
∞
̅
Fourier transform of 𝑓(𝑥) is given by 𝐹 {𝑓(𝑥)} ≡ 𝑓(λ) = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥
Page | 19
 0 ∞
⇒ 𝑓 (̅ λ) = ∫−∞ 𝑒 𝑎𝑥 𝑒 𝑖𝜆𝑥 𝑑𝑥 + ∫0 𝑒 −𝑎𝑥 𝑒 𝑖𝜆𝑥 𝑑𝑥
0 ∞
= ∫−∞ 𝑒 𝑥(𝑎+𝑖𝜆) 𝑑𝑥 + ∫0 𝑒 −𝑥(𝑎−𝑖𝜆) 𝑑𝑥
0 ∞
𝑒 𝑥(𝑎+𝑖𝜆) 𝑒 −𝑥(𝑎−𝑖𝜆)
=[ ] − [ ]
(𝑎+𝑖𝜆) −∞ (𝑎−𝑖𝜆) 0
1 1 2𝑎
⇒ 𝑓 (̅ λ) = + =
𝑎+𝑖𝜆 𝑎−𝑖𝜆 𝑎2 +𝜆2
2𝑎
∴ 𝐹{𝑒 −𝑎|𝑥| } =
𝑎2 +𝜆2

Result: 𝟐𝒂 𝟐𝒂
𝑭{𝒆−𝒂|𝒙| } = 𝟐 𝟐
⇒ 𝑭−𝟏
[ 𝟐 𝟐
] = 𝒆−𝒂|𝒙|
𝒂 +𝝀 𝒂 +𝝀
1
Example 20 Find 𝐹 −1 [ ]
(9+𝜆2 )(4+𝜆2 )

1 1 1 1
Solution: 𝐹 −1 [ ] = 𝐹 −1 [− + ]
(9+𝜆2 )(4+𝜆2 ) 5 9+𝜆2 4+𝜆2

1 1 1
= 𝐹 −1 [− + ]
5 32 +𝜆2 22 +𝜆2
−1 6 1 4
= 𝐹 −1 [ ]+ 𝐹 −1 [ ]
30 9+𝜆2 20 4+𝜆2
−1 1 2𝑎
= 𝑒 −3|𝑥| + 𝑒 −2|𝑥| ∵ 𝐹 −1 [ ] = 𝑒 −𝑎|𝑥|
30 20 𝑎2 +𝜆2

Example 21 Find the Fourier transform of the function 𝑓 (𝑥) = 𝑒 −𝑎𝑥 𝑈(𝑥), 𝑎 > 0
where 𝑈(𝑥) represents unit step function
0, 𝑥 <0 0, 𝑥 <0
Solution: 𝑓(𝑥) = 𝑒 −𝑎𝑥 { = { −𝑎𝑥
1, 𝑥 ≥ 0 𝑒 , 𝑥≥0
∞
̅
Fourier transform of 𝑓(𝑥) is given by 𝐹 {𝑓(𝑥)} ≡ 𝑓(λ) = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥
∞
⇒ 𝑓 (̅ λ) = ∫0 𝑒 −𝑎𝑥 𝑒 𝑖𝜆𝑥 𝑑𝑥
∞
= ∫0 𝑒 −𝑥(𝑎−𝑖𝜆) 𝑑𝑥
∞
𝑒 −𝑥(𝑎−𝑖𝜆)
=− [ ]
(𝑎−𝑖𝜆) 0
1
⇒ 𝑓 (̅ λ) =
𝑎−𝑖𝜆
1
∴ 𝐹 {𝑓(𝑥)} =
𝑎−𝑖𝜆

Page | 20
 1
or 𝐹 {𝑒 −𝑎𝑥 𝑈(𝑥)} =
𝑎−𝑖𝜆

Result: 𝟏 𝟏
𝑭{𝒆−𝒂𝒙 𝑼(𝒙)} = ⇒ 𝑭−𝟏 [ ] = 𝒆−𝒂𝒙 𝑼(𝒙) = 𝒆−𝒂𝒙 𝑯(𝒙)
𝒂 − 𝒊𝝀 𝒂 − 𝒊𝝀
Note: If Fourier transform of 𝒇(𝒙) = 𝒆−𝒂𝒙 𝑼(𝒙) is taken as
∞ 𝟏
∫−∞ 𝒆−𝒊𝝀𝒙 𝒆−𝒂𝒙 𝑼(𝒙)𝒅𝒙, then 𝑭−𝟏 [
𝒂+𝒊𝝀
] = 𝒆−𝒂𝒙 𝑼(𝒙) = 𝒆−𝒂𝒙 𝑯(𝒙)

Example 22 Find the inverse transform of the following functions:

1 1 5
i. ii. iii.
2−3𝑖𝜆− 𝜆2 8+6𝑖𝜆− 𝜆2 6−5𝑖𝜆− 𝜆2
1 1 1 1
Solution: i. 𝐹 −1 [ ] = 𝐹 −1 [(1−𝑖𝜆)(2−𝑖𝜆)] = 𝐹 −1 [(1−𝑖𝜆) − ]
2−3𝑖𝜆− 𝜆2 (2−𝑖𝜆)

1 1
= 𝐹 −1 [(1−𝑖𝜆)] − 𝐹 −1 [(2−𝑖𝜆)]
1
= 𝑒 −𝑥 𝐻(𝑥) − 𝑒 −2𝑥 𝐻(𝑥) ∵ 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻 (𝑥)
𝑎−𝑖𝜆

1 (𝑒 −𝑥 − 𝑒 −2𝑥 ), 𝑥 ≥ 0
⇒ 𝐹 −1 [ 2
]={
2−3𝑖𝜆− 𝜆 0 , 𝑥<0
1 1 1 1
ii. 𝐹 −1 [ ] = 𝐹 −1 [(4+𝑖𝜆)(2+𝑖𝜆)] = 𝐹 −1 [(4+𝑖𝜆) − ]
8+6𝑖𝜆− 𝜆2 (2+𝑖𝜆)

1 1
= 𝐹 −1 [(4+𝑖𝜆)] − 𝐹 −1 [(2+𝑖𝜆)]
1
= 𝑒 −4𝑥 𝐻(𝑥) − 𝑒 −2𝑥 𝐻 (𝑥) ∵ 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻(𝑥)
𝑎+𝑖𝜆

1 (𝑒 −𝑥 − 𝑒 −2𝑥 ), 𝑥 ≥ 0
⇒ 𝐹 −1 [ 2
]={
8+6𝑖𝜆− 𝜆 0 , 𝑥<0
5 1 1 1
iii. 𝐹 −1 [ ] = 5 𝐹 −1 [(2−𝑖𝜆)(3−𝑖𝜆)] = 5𝐹 −1 [(2−𝑖𝜆) − ]
6−5𝑖𝜆− 𝜆2 (3−𝑖𝜆)

1 1
= 5𝐹 −1 [(2−𝑖𝜆)] − 5𝐹 −1 [(3−𝑖𝜆)]
1
= 5𝑒 −2𝑥 𝐻(𝑥) − 5𝑒 −3𝑥 𝐻 (𝑥) ∵ 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻(𝑥)
𝑎−𝑖𝜆

5 5(𝑒 −2𝑥 − 𝑒 −3𝑥 ), 𝑥 ≥ 0

⇒ 𝐹 −1 [ 2
]={
6−5𝑖𝜆− 𝜆 0 , 𝑥<0
1
Example 23 Find the Fourier transform of 𝑓 (𝑥) =
2−𝑖𝑥
1
Solution: We know 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻(𝑥)
𝑎−𝑖𝜆

Page | 21
 1
⇒ 𝐹 −1 [ ] = 𝑒 −2𝑥 H(𝑥)
2−𝑖𝜆
1 ∞ 1
⇒ ∫ 𝑒 −𝑖𝜆𝑥 𝑑𝜆 = 𝑒 −2𝑥 H(𝑥)
2𝜋 −∞ 2−𝑖𝜆

Interchanging 𝑥 and 𝜆, we get

1 ∞ 1
∫ 𝑒 −𝑖𝜆𝑥 𝑑𝑥 = 𝑒 −2𝜆 H(𝜆)
2𝜋 −∞ 2−𝑖𝑥

0, 𝜆 <0
={
𝑒 −2𝜆 , 𝜆 ≥ 0
∞ 1 0, 𝜆<0
⇒ ∫−∞ 𝑒 −𝑖𝜆𝑥 𝑑𝑥 = { −2𝜆
2−𝑖𝑥 2𝜋𝑒 , 𝜆 ≥ 0
1 0, 𝜆<0
⇒ F{ }={ −2𝜆
2−𝑖𝑥 2𝜋𝑒 , 𝜆 ≥ 0

2.3 Properties of Fourier Transforms

Linearity: If 𝑓(𝜆) and 𝑔(𝜆) are Fourier transforms of 𝑓(𝑥) and 𝑔(𝑥) respectively, then

𝐹 {𝑎𝑓 (𝑥) + 𝑏𝑔(𝑥)} = 𝑎𝑓(𝜆) + 𝑏𝑔(𝜆)

1 ∞
Proof: 𝐹 {𝑎𝑓 (𝑥) + 𝑏𝑔(𝑥)} = ∫ [𝑎𝑓 (𝑥) + 𝑏𝑔(𝑥)] 𝑒 𝑖𝜆𝑥 𝑑𝑥
2𝜋 −∞
√
1 ∞ 1 ∞
=𝑎 ∫ 𝑓 (𝑥)𝑒 𝑖𝜆𝑥 𝑑𝑥 +𝑏 ∫−∞ 𝑔(𝑥)𝑒 𝑖𝜆𝑥 𝑑𝑥
√2𝜋 −∞ √2𝜋

= 𝑎𝑓(𝜆) + 𝑏𝑔(𝜆)
1 𝜆
Change of scale: If 𝑓(𝜆) is Fourier transforms of 𝑓 (𝑥), then 𝐹 {𝑓(𝑎𝑥)} = 𝑓 ( )
𝑎 𝑎
1 ∞
Proof: 𝐹 {𝑓(𝑎𝑥)} =
2𝜋
∫−∞ 𝑓 (𝑎𝑥). 𝑒 𝑖𝜆𝑥
√

Putting 𝑎𝑥 = 𝑡 ⇒ 𝑎𝑑𝑥 = 𝑑𝑡
∞ 𝑡 ∞ 𝜆
1 𝑖𝜆 𝑑𝑡 1 1 𝑖( )𝑡
∴ 𝐹 {𝑓(𝑎𝑥)} = ∫ 𝑓 ( 𝑡 ) . 𝑒 𝑎. = . ∫ 𝑓 ( 𝑡 ) . 𝑒 𝑎 𝑑𝑡
√2𝜋 −∞ 𝑎 𝑎 √2𝜋 −∞
1 𝜆
= 𝑓( )
𝑎 𝑎

Shifting Property: If 𝑓(𝜆) is Fourier transforms of 𝑓(𝑥), then 𝐹 {𝑓(𝑥 − 𝑎)} = 𝑒 𝑖𝜆𝑎 𝑓(𝜆)
1 ∞
Proof: 𝐹 {𝑓(𝑥 − 𝑎)} = ∫ 𝑓 (𝑥 − 𝑎). 𝑒 𝑖𝜆𝑥
√2𝜋 −∞

Putting (𝑥 − 𝑎) = 𝑡 ⇒ 𝑑𝑥 = 𝑑𝑡

Page | 22
 1 ∞
∴ 𝐹 {𝑓(𝑥 − 𝑎)} = ∫−∞ 𝑓 (𝑡 ). 𝑒 𝑖𝜆(𝑡+𝑎) 𝑑𝑡
√2𝜋
1 ∞
= 𝑒 𝑖𝜆𝑎 ∫ 𝑓 (𝑡 ). 𝑒 𝑖𝜆𝑡 𝑑𝑡 = 𝑒 𝑖𝜆𝑎 𝑓(𝜆)
2𝜋 −∞
√

Modulation Theorem: If 𝑓(𝜆) is Fourier transforms of 𝑓 (𝑥), then

1
i. 𝐹 {𝑓 (𝑥) cos 𝑎𝑥 } = {𝑓(𝜆 + 𝑎) + 𝑓 (𝜆 − 𝑎)}
2
1
ii. Fs[𝑓 (𝑥) cos 𝑎𝑥 ] = {𝑓𝑠 (𝜆 + 𝑎) + 𝑓𝑠 (𝜆 − 𝑎)}
2
1
iii. Fc[𝑓 (𝑥) sin 𝑎𝑥 ] = {𝑓𝑠 (𝜆 + 𝑎) − 𝑓𝑠 (𝜆 − 𝑎)}
2
1
iv. Fc[𝑓 (𝑥) cos 𝑎𝑥 ] = {𝑓𝑐 (𝜆 + 𝑎) + 𝑓𝑐 (𝜆 − 𝑎)}
2
1
v. Fs[𝑓 (𝑥) sin 𝑎𝑥 ] = {𝑓𝑐 (𝜆 − 𝑎) − 𝑓𝑐 (𝜆 + 𝑎)}
2
1 ∞
Proof: i. 𝐹 {𝑓 (𝑥) cos 𝑎𝑥 } =
2𝜋
∫−∞ 𝑓 (𝑥) cos 𝑎𝑥 . 𝑒 𝑖𝜆𝑥
√

1 ∞ 𝑒 𝑖𝑎𝑥 +𝑒 −𝑖𝑎𝑥
= ∫ 𝑓 (𝑥 ) 𝑒 𝑖𝜆𝑥 𝑑𝑥
2𝜋 −∞
√ 2
1 1 ∞ 1 ∞
= [
2 √2𝜋
∫−∞ 𝑓 (𝑥)𝑒 𝑖(𝜆+𝑎)𝑥 𝑑𝑥 + ∫ 𝑓(𝑥)𝑒 𝑖(𝜆−𝑎)𝑥 𝑑𝑥 ]
2𝜋 −∞
√
1
= {𝑓(𝜆 + 𝑎) + 𝑓 (𝜆 − 𝑎)}
2

2 ∞
ii. Fs[𝑓 (𝑥) cos 𝑎𝑥 ] = √ ∫0 𝑓 (𝑥) cos 𝑎𝑥 sin 𝜆𝑥 𝑑𝑥
𝜋

1 2 ∞
= √ ∫0 𝑓 (𝑥) [sin(𝜆 + 𝑎)𝑥 + sin(𝜆 − 𝑎)𝑥 ]𝑑𝑥
2 𝜋

1 2 ∞ 2 ∞
= [√ ∫0 𝑓(𝑥) sin(𝜆 + 𝑎)𝑥 𝑑𝑥 + √ ∫0 𝑓 (𝑥) sin(𝜆 − 𝑎)𝑥 𝑑𝑥]
2 𝜋 𝜋

1
= {𝑓𝑠 (𝜆 + 𝑎) + 𝑓𝑠 (𝜆 − 𝑎)}
2

2 ∞
iii. Fc[𝑓(𝑥) sin 𝑎𝑥 ] = √ ∫0 𝑓 (𝑥) sin 𝑎𝑥 cos 𝜆𝑥 𝑑𝑥
𝜋

1 2 ∞
= √ ∫0 𝑓 (𝑥) [sin(𝜆 + 𝑎)𝑥 − sin(𝜆 − 𝑎)𝑥 ]𝑑𝑥
2 𝜋

1 2 ∞ 2 ∞
= [√ ∫0 𝑓(𝑥) sin(𝜆 + 𝑎)𝑥 𝑑𝑥 − √ ∫0 𝑓 (𝑥) sin(𝜆 − 𝑎)𝑥 𝑑𝑥]
2 𝜋 𝜋

1
= {𝑓𝑠 (𝜆 + 𝑎) − 𝑓𝑠 (𝜆 − 𝑎)}
2

Page | 23
 2 ∞
iv. Fc[𝑓(𝑥) cos 𝑎𝑥 ] = √ ∫0 𝑓 (𝑥) cos 𝑎𝑥 cos 𝜆𝑥 𝑑𝑥
𝜋

1 2 ∞
= √ ∫0 𝑓 (𝑥) [cos(𝜆 + 𝑎)𝑥 + cos(𝜆 − 𝑎)𝑥 ]𝑑𝑥
2 𝜋

1 2 ∞ 2 ∞
= [√ ∫0 𝑓(𝑥) cos(𝜆 + 𝑎)𝑥 𝑑𝑥 + √ ∫0 𝑓 (𝑥) cos(𝜆 − 𝑎)𝑥 𝑑𝑥]
2 𝜋 𝜋

1
= {𝑓𝑐 (𝜆 + 𝑎) + 𝑓𝑐 (𝜆 − 𝑎)}
2

2 ∞
v. Fs[𝑓(𝑥) sin 𝑎𝑥 ] = √ ∫0 𝑓 (𝑥) sin 𝑎𝑥 sin 𝜆𝑥 𝑑𝑥
𝜋

1 2 ∞
= √ ∫0 𝑓 (𝑥) [cos(𝜆 − 𝑎)𝑥 − cos(𝜆 + 𝑎)𝑥 ]𝑑𝑥
2 𝜋

1 2 ∞ 2 ∞
= [√ ∫0 𝑓(𝑥) cos(𝜆 − 𝑎)𝑥 𝑑𝑥 − √ ∫0 𝑓 (𝑥) cos(𝜆 + 𝑎)𝑥 𝑑𝑥]
2 𝜋 𝜋

1
= {𝑓𝑐 (𝜆 − 𝑎) − 𝑓𝑐 (𝜆 + 𝑎)}
2

Convolution theorem: Convolution of two functions 𝑓(𝑥) and 𝑔(𝑥) is defined as

∞
𝑓(𝑥) ∗ 𝑔(𝑥) = ∫−∞ 𝑓 (𝑢)𝑔(𝑥 − 𝑢)𝑑𝑢

If 𝑓(𝜆) and 𝑔(𝜆) are Fourier transforms of 𝑓 (𝑥) and 𝑔(𝑥) respectively, then
Convolution theorem for Fourier transforms states that

𝐹 {𝑓 (𝑥) ∗ 𝑔(𝑥)} = 𝐹 {𝑓 (𝑥)} . 𝐹 {𝑓𝑔(𝑥)} ≡ 𝑓(𝜆). 𝑔(𝜆)

1 ∞ ∞
̅
Proof: By definition 𝑓(λ) = ∫ 𝑒 𝑖𝜆𝑥 𝑓(𝑥)𝑑𝑥 and 𝑔̅ (λ) = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑔(𝑥)𝑑𝑥
2𝜋 −∞
√
∞
Now 𝑓 (𝑥) ∗ 𝑔(𝑥) = ∫−∞ 𝑓(𝑢)𝑔(𝑥 − 𝑢)𝑑𝑢
∞ ∞
∴ 𝐹 {𝑓(𝑥) ∗ 𝑔(𝑥)} = ∫−∞ 𝑒 𝑖𝜆𝑥 [∫−∞ 𝑓 (𝑢)𝑔(𝑥 − 𝑢)𝑑𝑢]𝑑𝑥
Changing the order of integration, we get
∞ ∞
∴ 𝐹 {𝑓 ∗ 𝑔} = ∫−∞ 𝑓(𝑢)[∫−∞ 𝑒 𝑖𝜆𝑥 𝑔(𝑥 − 𝑢)𝑑𝑥 ]𝑑𝑢
Putting 𝑥 − 𝑢 = 𝑡 ⇒ 𝑑𝑥 = 𝑑𝑡 in the inner integral, we get
∞ ∞
𝐹 {𝑓 ∗ 𝑔} = ∫−∞ 𝑓(𝑢)[∫−∞ 𝑒 𝑖𝜆(𝑢+𝑡) 𝑔(𝑡)𝑑𝑡 ]𝑑𝑢
∞ ∞
= ∫−∞ 𝑒 𝑖𝜆𝑢 𝑓(𝑢)[∫−∞ 𝑒 𝑖𝜆𝑡 𝑔(𝑡)𝑑𝑡 ]𝑑𝑢

Page | 24
 ∞
= ∫−∞ 𝑒 𝑖𝜆𝑢 𝑓(𝑢)𝑔(𝜆) 𝑑𝑢
∞
= 𝑔(𝜆) ∫−∞ 𝑒 𝑖𝜆𝑢 𝑓(𝑢)𝑑𝑢

= 𝑓(𝜆). 𝑔(𝜆)
2
Example 24 Find the Fourier transform of 𝑒 −𝑥 . Hence find Fourier transforms of
2 −𝑥2 𝟐 2
i. 𝑒 −𝑎𝑥 , 𝑎 > 0 ii. 𝑒 𝟐 iii. 𝑒 2(𝑥−3) iv. 𝑒 −𝑥 cos 2𝑥
2 1 ∞ 2
Solution: F {𝑒 −𝑥 } = 𝑓(𝜆) = ∫ 𝑒 −𝑥 𝑒 𝑖𝜆𝑥 𝑑𝑥
√ 2𝜋 −∞
1 ∞ 2
=
2𝜋
∫−∞ 𝑒 −𝑥 +𝑖𝜆𝑥 𝑑𝑥
√

𝑖𝜆 𝑖𝜆 2 𝑖𝜆 2
∞ −(𝑥 2 −2 ( )𝑥 + ( ) − ( ) )
1
= ∫ 𝑒 2 2 2 𝑑𝑥
√2𝜋 −∞
2 2 2
1 ∞ −(𝑥−𝑖𝜆) +𝑖 𝜆
= ∫ 𝑒 2 4 𝑑𝑥
√2𝜋 −∞
−𝜆2 2
𝑒 4 ∞ −(𝑥−𝑖𝜆)
= ∫ 𝑒 2 𝑑𝑥
√2𝜋 −∞
−𝜆2
𝑒 4 ∞ 2 𝑖𝜆
= ∫−∞ 𝑒 −𝑧 𝑑𝑧 By putting 𝑧 = (𝑥 − )
√2𝜋 2

𝜆2
−
2𝑒 4 ∞ 2 2
= ∫0 𝑒 −𝑧 𝑑𝑧 𝑒 −𝑧 being even function of 𝑧
√2𝜋
−𝜆2
2𝑒 4 −𝜆2
√𝜋 1
∴ 𝑓(𝜆) = . = 𝑒 4 …..①
√2𝜋 2 √2

1 −𝜆2 2
∴ We have 𝐹 {𝑓(𝑥)} = 𝑓 (𝜆) = 𝑒 if 𝑓(𝑥) = 𝑒 −𝑥
√2 4

2 2
i. Now 𝐹{𝑒 −𝑎𝑥 } = 𝐹 {𝑒 (√𝑎 √𝑥) }
1 𝜆
= 𝑓( ) By change of scale property…. ②
√𝑎 √𝑎

1 𝜆 2 𝜆2
1 1 − ( ) 1
∴ 𝐹{𝑒 −𝑎𝑥 2
}= . 𝑒 4 √𝑎 = 𝑒 −4𝑎 Using ①in ②
√𝑎 √2 √2𝑎
1
ii. Putting 𝑎 = in i.
2

Page | 25
 𝜆2 .
𝑥2 1
− 4 𝜆2
−
𝐹 {𝑒 2 }= 1
.𝑒 .
2 = 𝑒− 2
√2.
2

3
iii. To find 𝐹{𝑒 −2(𝑥−3) } , Put 𝑎 = 2 in i.
𝜆2
−2𝑥 2 1 −
𝐹{𝑒 } = 𝑒 8
2
𝜆 2
−2(𝑥−3)2 1
∴ 𝐹{𝑒 }= 𝑒 3𝑖𝜆 . 𝑒 − 8 ∵ By shifting property 𝐹 {𝑓(𝑥 − 𝑘)} = 𝑒 𝑖𝜆𝑘 𝑓(𝜆)
2
2
iv. To find Fourier transform of 𝐹{ 𝑒 −𝑥 𝑐𝑜𝑠2𝑥}
1
𝐹 {𝑓(𝑥) cos 𝑎𝑥 } = 𝑓 (𝜆 + 𝑎) + 𝑓 (𝜆 − 𝑎) By modulation theorem
2

1 𝜆2
−𝑥 2 −
Now 𝐹{𝑒 } ≡ 𝑓 (𝜆 ) = 𝑒 4 .
√2

1 1 (𝜆+2)2 1 (𝜆−2)2
−𝑥 2 − −
∴ 𝐹{𝑒 𝑐𝑜𝑠2𝑥} = [ 𝑒 4 + 𝑒 4 ]
2 √2 √2

1
Example 25 Using Convolution theorem, find 𝐹 −1 [ ]
12−7𝑖𝜆− 𝜆2
1 1 1 1
Solution: 𝐹 −1 [ ] = 𝐹 −1 [(4−𝑖𝜆)(3−𝑖𝜆)] = 𝐹 −1 [(4−𝑖𝜆) . ]
12−7𝑖𝜆− 𝜆2 (3−𝑖𝜆)

Now by Convolution theorem

𝐹 {𝑓 (𝑥) ∗ 𝑔(𝑥)} = 𝑓(𝜆). 𝑔(𝜆) ⇒ 𝐹 −1 [𝑓(𝜆). 𝑔(𝜆) ] = 𝑓 (𝑥) ∗ 𝑔(𝑥)

1 1 1 1
∴ 𝐹 −1 [(4−𝑖𝜆) . ] = 𝐹 −1 [(4−𝑖𝜆)] ∗ 𝐹 −1 [ ]
(3−𝑖𝜆) (3−𝑖𝜆)

1
= 𝑒 −4𝑥 𝐻 (𝑥) ∗ 𝑒 −3𝑥 𝐻 (𝑥) ∵ 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻(𝑥)
𝑎−𝑖𝜆
∞
= ∫−∞ 𝑒 −4𝑢 𝐻(𝑢)𝑒 −3(𝑥−𝑢) 𝐻(𝑥 − 𝑢)𝑑𝑢
∞
∵ 𝑓 (𝑥) ∗ 𝑔(𝑥) = ∫−∞ 𝑓 (𝑢)𝑔(𝑥 − 𝑢)𝑑𝑢
∞
=𝑒 −3𝑥 ∫−∞ 𝑒 −𝑢 𝐻(𝑢)𝐻 (𝑥 − 𝑢)𝑑𝑢
1, 𝑢 ≥ 0, 𝑥 − 𝑢 ≥ 0, 𝑖. 𝑒. 0 ≤ 𝑢 ≤ 𝑥
Now 𝐻 (𝑢)𝐻 (𝑥 − 𝑢) = {
0, 𝑢 < 0, 𝑥 − 𝑢 < 0, 𝑖. 𝑒. 𝑢 < 0 and 𝑢 > 𝑥
1 𝑥
∴ 𝐹 −1 [ ] = 𝑒 −3𝑥 ∫0 𝑒 −𝑢 𝑑𝑢 = −𝑒 −3𝑥 [𝑒 −𝑢 ]0𝑥 = −𝑒 −3𝑥 [𝑒 −𝑥 − 1], 𝑥 ≥ 0
12−7𝑖𝜆− 𝜆2

= 𝑒 −3𝑥 − 𝑒 −4𝑥 , 𝑥 ≥ 0

Page | 26
 1 𝑒 −3𝑥 − 𝑒 −4𝑥 , 𝑥 ≥ 0
⇒ 𝐹 −1 [ 2
]={
12−7𝑖𝜆− 𝜆 0 , 𝑥<0
𝑒 3𝑖𝜆
Example 26 Find the inverse Fourier transforms of
2−𝑖𝜆
1
Solution: i. We know that 𝐹 −1 [ ] = 𝑒 −𝑎𝑥 𝐻(𝑥)
𝑎−𝑖𝜆
1
∴ 𝐹 −1 [ ] = 𝑒 −2𝑥 𝐻 (𝑥)
2−𝑖𝜆

Now By shifting property 𝐹 {𝑓 (𝑥 − 𝑘 )} = 𝑒 𝑖𝜆𝑘 𝑓 (𝜆)

⇒ 𝐹 −1 [𝑒 𝑖𝜆𝑘 𝑓 (𝜆)] = 𝑓 (𝑥 − 𝑘 )
𝑒 3𝑖𝜆
∴ 𝐹 −1 [ ] = 𝑒 −2(𝑥−3) 𝐻 (𝑥 − 3)
2−𝑖𝜆

2.4 Fourier Transforms of Derivatives

Let 𝑢(𝑥, 𝑡 ) be a function of two independent variables 𝑥 and 𝑡, such that Fourier
∞
transform of 𝑢(𝑥, 𝑡 ) is denoted by 𝑢(𝜆, 𝑡 ) i.e 𝑢(𝜆, 𝑡 ) = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑢(𝑥, 𝑡 )𝑑𝑥
𝜕𝑢 𝜕2 𝑢
Again let 𝑢, , , … → 0 as 𝑥 → ±∞,
𝜕𝑥 𝜕𝑥 2

𝜕𝑢 𝜕2 𝑢
Then Fourier transforms of , , … with respect to 𝑥 are given by:
𝜕𝑥 𝜕𝑥 2
𝜕𝑢 ∞ 𝜕𝑢 ∞ ∞
1. 𝐹 { } = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑑𝑥 = [𝑒 𝑖𝜆𝑥 𝑢]−∞ − 𝑖𝜆 ∫−∞ 𝑒 𝑖𝜆𝑥 𝑢𝑑𝑥 = −𝑖𝜆 𝑢 (𝜆, 𝑡 )
𝜕𝑥 𝜕𝑥

𝜕2 𝑢 ∞ 𝜕2 𝑢 𝜕𝑢 ∞ ∞ 𝜕𝑢
𝐹{ } = ∫−∞ 𝑒 𝑖𝜆𝑥 2 𝑑𝑥 = [𝑒 𝑖𝜆𝑥 ] − 𝑖𝜆 ∫−∞ 𝑒 𝑖𝜆𝑥 𝑑𝑥 = (−𝑖𝜆)2 𝑢(𝜆, 𝑡 )
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 −∞ 𝜕𝑥

⋮
𝝏𝒏 𝒖
𝑭{ } = (−𝒊𝝀)𝒏 𝒖(𝝀, 𝒕)
𝝏𝒙𝒏

𝜕2 𝑢
2. Fourier sine transform of is given by:
𝜕𝑥 2
𝜕2 𝑢 ∞ 𝜕2 𝑢 𝜕𝑢 ∞ ∞ 𝜕𝑢
𝐹𝑠 { } = ∫0 sin 𝜆𝑥 𝑑𝑥 = [sin 𝜆𝑥 ] − 𝜆 ∫0 cos 𝜆𝑥 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 2 𝜕𝑥 0 𝜕𝑥
∞ 𝜕2 𝑢
= 0 −𝜆[cos 𝜆𝑥 . 𝑢(𝑥, 𝑡)]∞ 2
0 − 𝜆 ∫0 sin 𝜆𝑥 𝑑𝑥
𝜕𝑥 2

𝝏𝟐 𝒖
∴ 𝑭𝒔 { } = 𝝀𝒖(𝟎, 𝒕) − 𝝀𝟐 𝒖𝒔 (𝝀, 𝒕)
𝝏𝒙𝟐

𝜕2 𝑢
3. Fourier cosine transform of is given by:
𝜕𝑥 2

Page | 27
 𝜕2 𝑢 ∞ 𝜕2 𝑢 𝜕𝑢 ∞ ∞ 𝜕𝑢
𝐹𝑐 { } = ∫0 cos 𝜆𝑥 𝑑𝑥 = [cos 𝜆𝑥 ] + 𝜆 ∫0 sin 𝜆𝑥 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 2 𝜕𝑥 0 𝜕𝑥
𝜕𝑢 ∞ 𝜕2 𝑢
= −[ ] + 𝜆[sin 𝜆𝑥 . 𝑢(𝑥, 𝑡)]∞ 2
0 − 𝜆 ∫0 cos 𝜆𝑥 𝑑𝑥
𝜕𝑥 𝑥=0 𝜕𝑥 2

𝝏𝟐 𝒖 𝝏𝒖
∴ 𝑭𝒄 { } = −[ ] − 𝝀𝟐 𝒖𝒄 (𝝀, 𝒕)
𝝏𝒙𝟐 𝝏𝒙 𝒙=𝟎

𝜕𝑢
4. Fourier transforms of with respect to 𝑥 are given by:
𝜕𝑡
𝜕𝑢 ∞ 𝜕𝑢 𝑑 ∞ 𝑖𝜆𝑥
𝐹 { } = ∫−∞ 𝑒 𝑖𝜆𝑥 𝑑𝑥 = ∫ 𝑒 𝑢(𝑥, 𝑡)𝑑𝑥
𝜕𝑡 𝜕𝑡 𝑑𝑡 −∞
𝝏𝒖 𝒅
∴ 𝑭{ } = 𝒖(𝝀, 𝒕)
𝝏𝒕 𝒅𝒕
𝝏𝒖 𝒅
Similarly 𝑭𝒔 { } = 𝒖𝒔 (𝝀, 𝒕)
𝝏𝒕 𝒅𝒕
𝝏𝒖 𝒅
𝑭𝒄 { } = 𝒖𝒄 (𝝀, 𝒕)
𝝏𝒕 𝒅𝒕

2.5 Applications of Fourier Transforms to boundary value problems

Partial differential equation together with boundary and initial conditions can be easily
solved using Fourier transforms. In one dimensional boundary value problems, the partial
differential equations can easily be transformed into an ordinary differential equation by
applying a suitable transform and solution to boundary value problem is obtained by
applying inverse transform. In two dimensional problems, it is sometimes required to
apply the transforms twice and the desired solution is obtained by double inversion.
Algorithm to solve partial differential equations with boundary values:
1. Apply the suitable transform to given partial differential equation. For this check
the range of 𝑥
i. If −∞ < 𝑥 < ∞, then apply Fourier transform.
ii. If 0 < 𝑥 < ∞, then check initial value conditions
a) If value of 𝑢(0, 𝑡 ) is given, then apply Fourier sine transform
𝜕𝑢
b) If value of [ ] is given, then apply Fourier cosine transform
𝜕𝑥 𝑥=0
An ordinary differential equation will be formed after applying the transform.
2. Solve the differential equation using usual methods.
3. Apply Boundary value conditions to evaluate arbitrary constants.
4. Apply inverse transform to get the required expression for 𝑢(𝑥, 𝑡 ).

Page | 28
Example 27 The temperature 𝑢(𝑥, 𝑡 ) at any point of an infinite bar satisfies the equation
𝜕𝑢 𝜕2 𝑢
= , −∞ < 𝑥 < ∞, 𝑡 > 0 and the initial temperature along the length
𝜕𝑡 𝜕𝑥 2
1 𝑓𝑜𝑟 |𝑥| < 1
of the bar is given by 𝑢(𝑥, 0) = {
0 𝑓𝑜𝑟 |𝑥| > 1
Determine the expression for 𝑢(𝑥, 𝑡 ).
Solution: As range of 𝑥 is (−∞, ∞), applying Fourier transform to both sides of the
given equation :
𝜕𝑢 𝜕2 𝑢
𝐹{ } = 𝐹{ }
𝜕𝑡 𝜕𝑥 2

𝑑 𝜕𝑢 𝑑 𝜕2 𝑢
⇒ 𝑢(𝜆, 𝑡 ) = −𝜆2 𝑢(𝜆, 𝑡 ) ∵ 𝐹 { } = 𝑢(𝜆, 𝑡 ) and 𝐹 { } = (−𝑖𝜆)2 𝑢(𝜆, 𝑡 )
𝑑𝑡 𝜕𝑡 𝑑𝑡 𝜕𝑥 2

Rearranging the ordinary differential equation in variable separable form:

𝑑𝑢
⇒ = −𝜆2 𝑑𝑡 … ① where 𝑢 ≈ 𝑢(𝜆, 𝑡 )
𝑢

Solving ① using usual methods of variable separable differential equations

log 𝑢 = −𝜆2 𝑡 + log 𝐴

𝑢
⇒ log = −𝜆2 𝑡
𝐴

⇒ 𝑢(𝜆, 𝑡 ) = 𝐴 𝑒 −𝜆 𝑡 … ②
2

Putting 𝑡 = 0 on both sides

⇒ 𝑢(𝜆, 0) = 𝐴 … ③

1 𝑓𝑜𝑟 |𝑥| < 1

Now given that 𝑢(𝑥, 0) = {
0 𝑓𝑜𝑟 |𝑥| > 1
Taking Fourier transform on both sides, we get
1 ∞
⇒ 𝑢 (𝜆, 0) = ∫ 𝑢(𝑥, 0) 𝑒 𝑖𝜆𝑥 𝑑𝑥
2𝜋 −∞
√
1 1
= ∫ 𝑒 𝑖𝜆𝑥 𝑑𝑥
2𝜋 −1
√
1 1 1
= [𝑒 𝑖𝜆𝑥 ]−1
√2𝜋 𝑖𝜆

1 1 1 2𝑖 𝑒 𝑖𝜆 −𝑒 −𝑖𝜆
= [𝑒 𝑖𝜆 − 𝑒 −𝑖𝜆 ] = [ ]
√2𝜋 𝑖𝜆 √2𝜋 𝑖𝜆 2𝑖

Page | 29
 2 𝑠𝑖𝑛𝜆
⇒ 𝑢 (𝜆, 0) = … ④
√2𝜋 𝜆

From ③and ④, we get

2 𝑠𝑖𝑛𝜆
𝐴= …⑤
√2𝜋 𝜆

Using ⑤ in ②, we get
2 𝑠𝑖𝑛𝜆 2𝑡
𝑢(𝜆, 𝑡 ) = 𝑒 −𝜆
√2𝜋 𝜆

Taking Inverse Fourier transform

1 ∞
𝑢(𝑥, 𝑡 ) = ∫ 𝑒 −𝑖𝜆𝑥 𝑢(𝜆, 𝑡 )𝑑𝜆
√2𝜋 −∞
2 ∞ 𝑠𝑖𝑛𝜆 2
⇒ 𝑢(𝑥, 𝑡 ) = ∫ 𝑒 −𝜆 𝑡 𝑒 −𝑖𝜆𝑥 𝑑𝜆
2𝜋 −∞ 𝜆
1 ∞ 𝑠𝑖𝑛𝜆 2
⇒ 𝑢(𝑥, 𝑡 ) = ∫−∞ 𝑒 −𝜆 𝑡 (cos 𝜆𝑥 − 𝑖 sin 𝜆𝑥)𝑑𝜆
𝜋 𝜆
2 ∞ 2 sin 𝜆 cos 𝜆𝑥 sin 𝜆 sin 𝜆𝑥
⇒ 𝑢(𝑥, 𝑡 ) = ∫0 𝑒 −𝜆 𝑡 ( ) 𝑑𝜆 ∵( ) is odd function of 𝜆
𝜋 𝜆 𝜆
𝜕𝑢 𝜕2 𝑢
Example 28 Using Fourier transform, solve the equation =𝑘 , 0 < 𝑥 < ∞, 𝑡 > 0
𝜕𝑡 𝜕𝑥 2
subject to conditions:
i. 𝑢(0, 𝑡 ) = 0, 𝑡 > 0
ii. 𝑢(𝑥, 0) = 𝑒 −𝑥 , 𝑥 > 0
𝜕𝑢
iii. 𝑢 and both tend to zero as 𝑥 → ±∞
𝜕𝑥

Solution: As range of 𝑥 is (0, ∞), and also value of 𝑢(0, 𝑡 ) is given in initial value
conditions, applying Fourier sine transform to both sides of the given equation:
𝜕𝑢 𝜕2 𝑢
𝐹𝑠 { } = 𝑘𝐹𝑠 { }
𝜕𝑡 𝜕𝑥 2
𝑑
⇒ 𝑢𝑠 (𝜆, 𝑡 ) = 𝑘𝜆𝑢(0, 𝑡 ) − 𝑘𝜆2 𝑢𝑠 (𝜆, 𝑡)
𝑑𝑡

𝜕𝑢 𝑑 𝜕2 𝑢
∵ 𝐹𝑠 { } = 𝑢𝑠 (𝜆, 𝑡 ) and 𝐹𝑠 { } = 𝜆𝑢(0, 𝑡 ) − 𝜆2 𝑢𝑠 (𝜆, 𝑡)
𝜕𝑡 𝑑𝑡 𝜕𝑥 2
𝑑
⇒ 𝑢𝑠 (𝜆, 𝑡 ) = −𝑘𝜆2 𝑢𝑠 (𝜆, 𝑡) ∵ 𝑢(0, 𝑡 ) = 0
𝑑𝑡

Rearranging the ordinary differential equation in variable separable form:

𝑑𝑢
⇒ = −𝑘𝜆2 𝑑𝑡 … ① where 𝑢 ≈ 𝑢𝑠 (𝜆, 𝑡 )
𝑢

Page | 30
 Solving ① using usual methods of variable separable differential equations

log 𝑢 = −𝑘𝜆2 𝑡 + log 𝐴

𝑢
⇒ log = −𝑘𝜆2 𝑡
𝐴

⇒ 𝑢𝑠 (𝜆, 𝑡 ) = 𝐴 𝑒 −k𝜆 𝑡 … ②
2

Putting 𝑡 = 0 on both sides

⇒ 𝑢𝑠 (𝜆, 0) = 𝐴 … ③

Now given that 𝑢(𝑥, 0) = 𝑒 −𝑥

Taking Fourier sine transform on both sides, we get
2 ∞
⇒ 𝑢𝑠 (𝜆, 0) = √ ∫0 𝑢(𝑥, 0) sin 𝜆𝑥 𝑑𝑥
𝜋

2 ∞
= √ ∫0 𝑒 −𝑥 sin 𝜆𝑥 𝑑𝑥
𝜋

2 𝜆
⇒ 𝑢𝑠 (𝜆, 0) = √ … ④
𝜋 1+𝜆2

From ③and ④, we get

2 𝜆
𝐴=√ …⑤
𝜋 1+𝜆2

Using ⑤ in ②, we get

2 𝜆 2𝑡
𝑢𝑠 (𝜆, 𝑡 ) = √ 𝑒 −𝑘𝜆
𝜋 1+𝜆2

Taking Inverse Fourier sine transform

2 ∞
𝑢(𝑥, 𝑡 ) = √ ∫0 𝑢𝑠 (𝜆, 𝑡 ) sin 𝜆𝑥 𝑑𝜆
𝜋

2 ∞ 𝜆 2
⇒ 𝑢(𝑥, 𝑡 ) = ∫0 𝑒 −𝑘𝜆 𝑡 sin 𝜆𝑥 𝑑𝜆
𝜋 1+𝜆2

Example 29 The temperature 𝑢(𝑥, 𝑡) in a semi-infinite rod 0 < 𝑥 < ∞ is determined

𝜕𝑢 𝜕2 𝑢
by the differential equation =2 subject to conditions:
𝜕𝑡 𝜕𝑥 2

i. 𝑢 = 0, when 𝑡 = 0 , 𝑥 ≥ 0
Page | 31
 𝜕𝑢
ii. = −𝑘 (𝑎 𝑐𝑜𝑠𝑡𝑎𝑛𝑡 ), when 𝑥 = 0, 𝑡 > 0
𝜕𝑥
𝜕𝑢
Solution: As range of 𝑥 is (0, ∞), and also value of [ ] is given in initial value
𝜕𝑥 𝑥=0
conditions, applying Fourier cosine transform to both sides of the equation:
𝜕𝑢 𝜕2 𝑢
𝐹𝑐 { } = 2𝐹𝑐 { }
𝜕𝑡 𝜕𝑥 2
𝑑 𝜕𝑢
⇒ 𝑢𝑐 (𝜆, 𝑡 ) = −2 [ ] − 2𝜆2 𝑢𝑐 (𝜆, 𝑡)
𝑑𝑡 𝜕𝑥 𝑥=0

𝜕𝑢 𝑑 𝜕2 𝑢 𝜕𝑢
∵ 𝐹𝑐 { } = 𝑢𝑐 (𝜆, 𝑡 ) and 𝐹𝑐 { } = −[ ] − 𝜆2 𝑢𝑐 (𝜆, 𝑡)
𝜕𝑡 𝑑𝑡 𝜕𝑥 2 𝜕𝑥 𝑥=0

𝑑
⇒ 𝑢𝑐 (𝜆, 𝑡 ) = 2𝑘 − 2𝜆2 𝑢𝑐 (𝜆, 𝑡)
𝑑𝑡
𝑑𝑢
⇒ + 2𝜆2 𝑢 = 2𝑘 … ① where 𝑢 ≈ 𝑢𝑐 (𝜆, 𝑡 )
𝑑𝑡
𝑑𝑦
This is a linear differential equation of the form + 𝑃𝑦 = 𝑄
𝑑𝑥

where 𝑃 = 2𝜆2 , 𝑄 = 2𝑘
2 𝑑𝑡 2𝑡
Integrating Factor (IF) = 𝑒 ∫ 𝑃𝑑𝑡 = 𝑒 ∫ 2𝜆 = 𝑒 2𝜆

Solution of ① is given by
2 2
𝑢.𝑒 2𝜆 𝑡 = ∫ 2𝑘. 𝑒 2𝜆 𝑡 𝑑𝑡 + 𝐴
2
2 2𝑘𝑒 2𝜆 𝑡
⇒ 𝑢.𝑒 2𝜆 𝑡 = +𝐴
2𝜆2
𝑘
+ 𝐴𝑒 −2𝜆 𝑡 … ②
2
⇒ 𝑢𝑐 (𝜆, 𝑡 ) =
𝜆2

Putting 𝑡 = 0 on both sides

𝑘
⇒ 𝑢𝑐 (𝜆, 0) = +𝐴 … ③
𝜆2

Now given that 𝑢(𝑥, 0) = 0

Taking Fourier cosine transform on both sides, we get
∞
⇒ 𝑢𝑐 (𝜆, 0) = ∫0 𝑢(𝑥, 0) cos 𝜆𝑥 𝑑𝑥 = 0

⇒ 𝑢𝑐 (𝜆, 0) = 0 … ④

From ③and ④, we get

Page | 32
 𝑘
𝐴=− …⑤
𝜆2

Using ⑤ in ②, we get
𝑘 2
𝑢𝑐 (𝜆, 𝑡 ) = (1 − 𝑒 −2𝜆 𝑡 )
𝜆2

Taking Inverse Fourier cosine transform

2 ∞
𝑢(𝑥, 𝑡 ) = ∫0 𝑢𝑐 (𝜆, 𝑡 ) cos 𝜆𝑥 𝑑𝜆
𝜋
2
2𝑘 ∞ 1−𝑒 −2𝜆 𝑡
⇒ 𝑢(𝑥, 𝑡 ) = ∫ ( 𝜆2 ) cos 𝜆𝑥 𝑑𝜆
𝜋 0

𝜕𝑦 𝜕2 𝑦
Example 30 Using Fourier transforms, solve the equation =𝑘 ,𝑥 > 0 , 𝑡 > 0
𝜕𝑡 𝜕𝑥 2
subject to conditions:
i. 𝑦 = 𝛼, 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑡 > 0
ii. 𝑦 = 0, 𝑤ℎ𝑒𝑛 𝑡 = 0, 𝑥 > 0
Solution: As range of 𝑥 is (0, ∞), and also value of 𝑦(0, 𝑡 ) is given in initial value
conditions, applying Fourier sine transform to both sides of the given equation:
𝜕𝑦 𝜕2 𝑦
𝐹𝑠 { } = 𝑘𝐹𝑠 { }
𝜕𝑡 𝜕𝑥 2
𝑑
⇒ 𝑦𝑠 (𝜆, 𝑡 ) = 𝑘𝜆𝑦(0, 𝑡 ) − 𝑘𝜆2 𝑦𝑠 (𝜆, 𝑡)
𝑑𝑡

𝜕𝑦 𝑑 𝜕2 𝑦
∵ 𝐹𝑠 { } = 𝑦𝑠 (𝜆, 𝑡 ) and 𝐹𝑠 { } = 𝜆𝑦(0, 𝑡 ) − 𝜆2 𝑦𝑠 (𝜆, 𝑡)
𝜕𝑡 𝑑𝑡 𝜕𝑥 2
𝑑
⇒ 𝑦𝑠 (𝜆, 𝑡 ) = 𝑘𝛼𝜆 − 𝑘𝜆2 𝑦𝑠 (𝜆, 𝑡) ∵ 𝑦(0, 𝑡 ) = 𝛼
𝑑𝑡
𝑑𝑦
⇒ + 𝑘𝜆2 𝑦 = 𝑘𝛼𝜆 … ① where 𝑦 ≈ 𝑦𝑠 (𝜆, 𝑡 )
𝑑𝑡
𝑑𝑦
This is a linear differential equation of the form + 𝑃𝑦 = 𝑄
𝑑𝑥

where 𝑃 = 𝑘𝜆2 , 𝑄 = 𝑘𝛼𝜆

2 𝑑𝑡 2𝑡
Integrating Factor (IF) = 𝑒 ∫ 𝑃𝑑𝑡 = 𝑒 ∫ 𝑘𝜆 = 𝑒 𝑘𝜆

Solution of ① is given by
2 2
𝑦.𝑒 𝑘𝜆 𝑡 = ∫ 𝑘𝛼𝜆. 𝑒 𝑘𝜆 𝑡 𝑑𝑡 + 𝐴
2
2 𝑘𝛼𝜆𝑒 𝑘𝜆 𝑡
⇒ 𝑦.𝑒 𝑘𝜆 𝑡 = +𝐴
𝑘𝜆2

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 𝛼
⇒ 𝑦𝑠 (𝜆, 𝑡 ) = + 𝐴𝑒 −𝑘𝜆 𝑡 … ②
2
𝜆

Putting 𝑡 = 0 on both sides

𝛼
⇒ 𝑦𝑐 (𝜆, 0) = + 𝐴 … ③
𝜆

Now given that 𝑦(𝑥, 0) = 0

Taking Fourier sine transform on both sides, we get
∞
⇒ 𝑦𝑠 (𝜆, 0) = ∫0 𝑦(𝑥, 0) sin 𝜆𝑥 𝑑𝑥 = 0

⇒ 𝑦𝑠 (𝜆, 0) = 0 … ④

From ③and ④, we get

𝛼
𝐴=− …⑤
𝜆

Using ⑤ in ②, we get
𝛼 2
𝑦𝑠 (𝜆, 𝑡 ) = (1 − 𝑒 −𝑘𝜆 𝑡 )
𝜆

Taking Inverse Fourier sine transform

2 ∞
𝑦(𝑥, 𝑡 ) = ∫0 𝑦𝑠 (𝜆, 𝑡 ) sin 𝜆𝑥 𝑑𝜆
𝜋
2
2𝛼 ∞ 1−𝑒 −𝑘𝜆 𝑡
⇒ 𝑦(𝑥, 𝑡 ) = ∫0 ( ) sin 𝜆𝑥 𝑑𝜆
𝜋 𝜆

Example 31 An infinite string is initially at rest and its initial displacement is given
by 𝑓(𝑥), −∞ < 𝑥 < ∞. Determine the displacement 𝑦(𝑥, 𝑡 ) of the string.
Solution: The equation of the vibrating string is given by
𝜕2 𝑦 𝜕2 𝑦
= 𝑐2
𝜕𝑡 2 𝜕𝑥 2

Initial conditions are

𝜕𝑦
i. ] =0
𝜕𝑡 𝑡=0
ii. 𝑦(𝑥, 0) = 𝑓(𝑥)
Taking Fourier transform on both sides
𝜕2 𝑦 𝜕2 𝑦
𝐹{ 2
} = 𝑐2𝐹 { }
𝜕𝑡 𝜕𝑥 2

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 𝑑2
⇒ 𝑦(𝜆, 𝑡) = −𝑐 2 𝜆2 𝑦(𝜆, 𝑡) where 𝐹 {𝑦(𝑥, 𝑡 )} ≡ 𝑦(𝜆, 𝑡)
𝑑𝑡 2

𝑑2𝑦
⇒ + 𝑐 2 𝜆2 𝑦 = 0 … ① where 𝑦 ≈ 𝑦(𝜆, 𝑡)
𝑑𝑡 2

Solution of ① is given by

𝑦(𝜆, 𝑡 ) = 𝐴 cos 𝑐𝑝𝑡 + 𝐵 sin 𝑐𝑝𝑡 …②

Putting 𝑡 = 0 on both sides

𝑦(𝜆, 0 ) = 𝐴 … ③

Given that 𝑦(𝑥, 0) = 𝑓(𝑥)

⇒ 𝑦(𝜆, 0 ) = 𝑓 (𝜆) … ④

From ③ and ④

𝐴 = 𝑓 (𝜆 ) … ⑤

Using ⑤ in ②

𝑦(𝜆, 𝑡 ) = 𝑓 (𝜆)cos 𝑐𝑝𝑡 + 𝐵 sin 𝑐𝑝𝑡 …⑥

𝜕𝑦
⇒ = −𝑐𝑝𝑓 (𝜆)sin 𝑐𝑝𝑡 + 𝑐𝑝𝐵 cos 𝑐𝑝𝑡
𝜕𝑡
𝜕𝑦
⇒ ] = 𝑐𝑝𝐵 … ⑦
𝜕𝑡 𝑡=0

𝜕𝑦
Also given that ] = 0… ⑧
𝜕𝑡 𝑡=0

From ⑦ and ⑧, we get 𝐵 = 0 … ⑨

Using ⑨ in ⑥, we get

𝑦(𝜆, 𝑡 ) = 𝑓 (𝜆) cos 𝑐𝑝𝑡

Taking inverse Fourier transform
1 ∞
𝑦(𝑥, 𝑡 ) = ∫ 𝑦(𝜆, 𝑡)𝑒 −𝑖𝜆𝑥 𝑑𝜆
2𝜋 −∞
√
1 ∞
⇒ 𝑦(𝑥, 𝑡 ) = ∫ 𝑓(𝜆) cos 𝑐𝑝𝑡 𝑒 −𝑖𝜆𝑥 𝑑𝜆
2𝜋 −∞
√

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 Exercise 2A
𝑎 − |𝑥|, |𝑥| ≤ 𝑎
1. Find the Fourier transform of 𝑓(𝑥) = {
0, |𝑥| ≤ 𝑎
∞ sin2 𝑥 𝜋
Hence prove that ∫0 𝑑𝑥 =
𝑥2 2
∞
2. Solve the integral equation ∫0 𝑓(𝑥) cos 𝜆𝑥 𝑑𝑥 = 𝑒 −𝜆 , 𝜆 > 0
𝑥, 0<𝑥<1
3. Obtain Fourier sine integral of the function 𝑓(𝑥) = {2 − 𝑥, 1 < 𝑥 < 2
0, 𝑥 >2
1, |𝑥| ≤ 1
4. Prove that Fourier integral of the function 𝑓(𝑥) = { is given by
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
5. Find the Fourier sine and cosine transforms of 𝑥𝑒 −𝑎𝑥
2 ∞ sin 𝜆 cos 𝜆𝑥 ∞ sin 𝑥 𝜋
𝑓(𝑥) = ∫0 𝑑𝜆. Hence show that ∫0 𝑑𝑥 =
𝜋 𝜆 𝑥 2

6. The temperature 𝑢(𝑥, 𝑡 ) at any point of a semi infinite bar satisfies the equation
𝜕𝑢 𝜕2 𝑢
= , 0 < 𝑥 < ∞, 𝑡 > 0 , subject to conditions
𝜕𝑡 𝜕𝑥 2
i. 𝑢(0, 𝑡 ) = 0, t > 0
1, 0<𝑥<1
ii. . 𝑢(𝑥, 0) = { Determine the expression for 𝑢(𝑥, 𝑡 )
0, 𝑥>1
7. Determine the distribution of temperature in the semi infinite medium, 𝑥 ≥ 0, when the
end at 𝑥 = 0 is maintained at zero temperature and initial distribution of temperature is
𝑓 (𝑥 ) .
Answers
2(1−cos 𝑎𝜆) 2 2 ∞ (2 sin 𝜆−sin 2𝜆)
1. 2. 𝑓(𝑥) = 𝜋(1+𝑥2 ) 3. 𝑓(𝑥) = 𝜋 ∫0 sin 𝜆𝑥 𝑑𝜆
𝜆2 𝜆2

2𝑎𝜆 𝑎2 −𝜆2 2 ∞ 1−cos 𝜆 2

5. (𝑎2 +𝜆 2 )2
, (𝑎2 +𝜆2 )2
6. 𝑢(𝑥, 𝑡) = ∫0 𝑒 −𝜆 𝑡 sin 𝜆𝑥 𝑑𝜆
𝜋 𝜆
2 ∞ 2 𝜆2 𝑡
7. 𝑢(𝑥, 𝑡) = ∫0 𝑓𝑠̅ (𝜆)𝑒 −𝑐 sin 𝜆𝑥 𝑑𝜆
𝜋

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