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2.1. INTEGRAL TRANSFORMS The integral transform of a function fix) is defin ed by the equation
Fourier Transforms
Ix)} = f(s) fix) K(s, x) dx, = where K(s, x) is a known function of s and x, called the kernel of the transform; s is called the parameter of the transform and fix) is calle d the inverse transform of f(s). Some of the well-known transforms are given belo w: (i) Laplace Transform. When K(s, x) = e_sx, we have the Laplace transform of fix).
Thus L{fix)
=
f(s)
=
fix) e dx
fix) e dx = (iii) Hanicel Transform. When K(s, x) = x J, (sx), we have the Hankel transform of fix). Thus Ha(s)
=
1:
fix) x J, (sx) dx
where J, (sx) is the Bessel function of the first kind and order n. (iv) Mellin Transform. When K(s, x) = x , we have the Mell 1 M(s)
=
fix) x 1
=
(s) 3 F fix) sin sx dx = .10 (vi) Fourier Cosine Transform. When K(s, x) = cos sx, we have the Fourier cosine transform of fix). Thus Fe(s)
=
fix) cos sx dx
We have already discussed Laplace transform and its appl ications to the solution of ordinary differential equations. In the present chapter, we shall discuss the Fourier integrals 48
FOURIER SERIES V
47
;--ii
4a
El
cos 2x 1.3
cos 4x 3.5
cos 6x 5.7
FOURIER TRANSFORMS
49
and Fourier transforms which are useful in solving boundary value problems arising in engineering e.g. conduction of heat, theory of communication, wave propagation etc. Fourier series are helpful in problems involving periodic functions. However, in many practical problems, the function is non-periodic. A suitable representation for non-periodic functions can be obtained by considering the limiting form of Fourier series when the fundamental period is made infinite. In such case, the Fourier series becomes a Fourier integral which can be expressed in terms of Fourier transform which transforms a non-periodic function. The effect of applying an integral transform to a partial differential equation is to re duce the number of independent variables by one. The choice of a particular transform is decided by the nature of the boundary conditions and the facility with which the transform can
Statement. If (i) fix) satisfies Dirichlets conditions in every interval ( c, c) however large.
(jj) then
I fix) I dx converges;
fix)=-J
fix)
Jfit)cos?(t_x)dtdk.
The integral on the right hand side is called Fourier Integral of f(x). Proof. Consider a function fix) satisfying Dirichiets conditions in every interval ( c, c), however large. Then
a = -
(
+
cos
nxx
sin
ntz
= 0 wherea
fit)dt,a=
fit)cos
dt
and
b=
fit)sin
dt
f
1 c
2c
L
c
fit) dt
cos
-c
. fit) dt
fix) I dx converges,
then Putting !
urn c-..L2c
=
-U
2c
-c
f(t)dt
2c
If(t)Idt
1=
0, is
F(A)d.
50 Hence as c
00,
(2) reduces to
fix)
LJ
x) dt dJ
which is known as Fourier Integral of fix). Equation (3) is true at a point of continuity. At a point of discontinuity the value of the integral on the right is [fix
+
0)
fix
0)].
cos A(t x) = cos At cos Ax + sin At sin Ax We know that Fourier integral of fix) can be written as
fix)=
--f J
fit){cosAtcosAx+snAtsinAx}dtdA
fit) cos At dt dA
+
cos Ax
sin Ax
fit) sin At dt dA
...(4)
When f(x) is an odd function, fit) cos At is odd while fit) sin At is even. Thus the first integral in (4) vanishes and, we get
fix)=
.$
sinAx
fit) sinAtdtdA
This is called Fourier sine integral. When f(x) is an even function, fit) cos At is even while fit) sin At is odd. Thus the second integral in (4) vanishes and, we get
fix)=
cosAx
fit)cosAtdtdA
[..
2f f(x)dx=J
f(x)dxiff(x)iseven]
- Jf
fit) sin A (t
x) dt dA
La
f(x)dx=0iff(x)isodd]
FOURIER TRANSFORMS
51
fix)=
ILLUSTRATIVE EXAMPLES
Example 1. Express the function f(x) as a Fourier integral. Hence evaluate
Sol. The Fourier integral for fix) is 11
=
f sin
1
JOS:
fit)cos(tx)dtdX
1
=
$_
7t
=
rj ?(t f o [
1 x)1
[..
d
f(t)
=
{,
-i<t<ifl
otherwisJj
1
TCJO
sin?.(1x)sin(1x)
x)
d?.
for IxI<1 IxI>1 for 0 So SmCOSxfix){2 At I x I = 1, i.e., x = 1, fix) is discontinuous and the integral has the value
-
I +0
22
=
it
.
Note. Putting x
0, we get
Jo
=
sin?
d?. =
it
or
Jo
sinx
dx
it
11 for Oxjt for x> It as a Fourier sine integral and hence evaluate 1 cos (ic?) sin (xA) dA. Jo
Example 2. Express f(x)
(Kottayam 2005)
:1_
:;
52
Sol. The Fourier sine integral for fix) is 2 r sin (Ax) fit) sin (At) dt dA J to 2 [Ct) sin (At) dt sin (Ax) = j
[f:
Jo
It 0
J 2
2
sin (At) dt dA
fix)
cos(At)
r
=
At x
it,
fix)
for 0
< It
IiN 1cos(tA) sin (xA) dA = = o A Example 3. Using Fourier Integral representation, show that:
10
1 dx= SoL Fourier Integral for
it
fix)
is
{ex
-
if if
x<0 x>0
ItO
Jfit)cosx(t_x)dtdA
$
0
[$
1(t)
cos A(t
x) dt
f(t)
cos A (t
x) dt] dA
1 1
I e $ Jo o
cos A(t
x) dt dA
x) + A
e
[1+A2
{cos A (t
cos Ax + A sin Ax dA
1+A
dA
FOURIER TRANSFORMS
53
1 cosax+asincLx da 7t Jo 1+a 2
=
, 10 if e_X, i
(Replacing ? by a)
r cos xa
Jo
a sin xa -da=f(x)
Xa
2 i+a
x<0 x>0 a
,,
When x
0,
Jo
+ a sin 2 1+a
da
.10
1 da = [tan 1+cx 2
,
t
=
ifx<0
ite, ifx>0
EXERCISE 2.1
Using Fourier integral representation, show that (1
1
9):
Csinx?. I Jo k + 2
7t
x>0, k >0
x0
2.
I Jo
JO
rcosxo)
1+0)2
sin
t.
dw=e,
sin
xk.
sin x 0
when when
0.
0x7t
X>lt
f Jo
COS kX
+a 2 ?
d=
2a
e, a> 0, x
5.
..o 4)
2
It
ifx>0.
6.
F
0
sinit
____
sindA=
jsinx
2
it
0
,
if if
if
.
x>it
IxI<
IT;
7t coscos
1 1 t
1?,2
d=J2
Icosx
[
dA
if
IxI> 2
it.
:kSfl;kX
9. 10.
Jo(2a2X22)
a
,
10
where k is a constant.
0<x<1
1<x<2
x>2
54 11.
Find the Fourier integral representation for the following functions: (i)/x)
12
Icosx 0,
IxIit IxI>it
(ii)ftx)=
11,
ixIa
o,
ixi>a
, e (iii) fix) = 1
<x
<00,
Answers
10. 11. fix)
=
2k f(coscos2 I sin ?x d I
1tJO
(i) fix)
$
It
?sIti
cos
?X
(ii) fix)
sin
acos kx
(iii) fix)=f
1+A
cosrd?..
sin At
=
--
L f(t) sin
sin sx
At dt dA
fix)
f(t) sin st dt ds
fix)=
where
s) F ( 3
.(2)
The funetor Fe(s) as defined by equation (2) is known as the Fourier sine transform of fix) in 0 <x < oo, The function fix) as defined by equation (1) is called the inverse Fourier sine trans form of F (s). Thus equation (1) gives the inversion formula for the Fourier sine transform. 3 Note. Some authors write the above formulae as:
3 {fix)} s) or F F ( 3
=
and
fix)
$ J
=
(2) Fourier cosine transform and its inversion formula Fourier cosine integral is fix) Replacing A by s, we get fix)
(Anna 2007)
At dt dA
--
cos At
$ f(t) cos
=
-
cos sx
$ f(t) cos st
dt ds
FOURIER TRANSFORMS
55
Denoting the value of the inner integral by Fe(s), we have fix) where Fe(s)
=
Fe(s) cos sx ds
.(3)
fix) cos sx dx
The function Fe(s) as defined by equation (4) is known as the Fourier cosine trans form of/tx) in 0 <x < oe. The function/tx) as defined by equation (3) is called the inverse Fourier cosine trans form of Fe(s). Thus equation (3) gives the inversion formula for the Fourier cosine transform. Note. Some authors write the above formulae as:
Fe(s) or F {fix))
and
fix)
=
-
5 5
f(x) cos
sx
Fe/s) cos sx ds
(3) Complex Fourier transform and its inversion formula Complex form of Fourier integral is fix) Replacing by s, we get
=
(Anna 2007)
.j 5
fix)
=
f(t)
dt d f(t) et dt ds
j!_ 5
F(s)
e8
,j9
.(5) .(6)
where
F(s)
f(x) e
dx
The function F(s) as defined by equation (6) is known as the Fourier transform of/tx). The function/tx) as defined by equation (5) is called the inverse Fourier transform of F(s). Thus equation (5) gives the inversion formula for the Fourier transform. Note. Some authors write the above formulae as:
F(s)
-
f(x) e
and
/tx)=_-Lf
F(s)eds
(4) Finite Fourier sine transform and its inversion formula The finite Fourier sine transform of/tx) in 0 <x < c is defined as
F(n)= S where n is an integer. f(x)sindx
C
56
(n) 3 The function fix) is then called the inverse finite Fourier sine transform of F and is given by
fix)=
C
(n)sin. 3 F
C
nirx
(5) Finite Fourier cosine transform and its inversion formula The finite Fourier cosine transform of fix) in 0 <x < c is defmed as F(n)= I f(x)cosdx Jo C where n is an integer. The function fix) is then called the inverse finite Fourier cosine transform of F(n) and is given by fix)= F(O)+ F(n)cos.
n7r
ILLUSTRATIVE EXAMPLES
Example 1. Find the Fourier sine transform of e
X
Hence evaluate
xstnmx
dx
e_x is
oo),
x is positive so
that e
x I
L fix) sin cx dx
2 [1+s
e sin sx dx
S
=
=1
10 (srnsxscossxH
2 1+s
It
{ftx)} sin sx 9 F
ds
.
or e
2
It
s sin cx ds 1+s 2
1+X
2
=
It
s sin ms ds 2 1+s
It JO
2rxsinmx I 2
It
FOURIER TRANSFORMS
57
F{fix)}
f(x)sinsxdx
=
I f(x) sin sx dx Jo
Ji
I f(x) sin sx dx
2 r
J2
I f(x) sm sx dx
Si
r
xsinsxdxf(2_x)sinsxdx+JOdx
cossx sinsx
S 1
= IX.
I.
s s
1.
cos s s
sin s
2sins2sinscoss
2sins(1coss)
2 s
2 s
Example 3. Find the Fourier sine transform of Sol. Fourier sine transform affix) F{fix)} e is x
!-_
5 f(x)sinsxdx sx dx $
sin
J
(say)
...(1)
dI ds
j0
=E
[a +s
a 2 +s
s 2 +a 2
I=tanc
58
Now, when From(2),
tan-
or F SXjI
1 tan-
x(x 2 +a 2 )
x(x 2 +a 2 )
fix)} F { 8
f f(x)sinsxdx
r 0
(say)
=1
dI ds
dx=i
cos sx dx +a x 2
1 2 d
2 ds O
-xsinsx
+a 2 x
dx=i
sinsx 2 r x
dx
sin
+a 2 x(x )
2 r [a
sx
dx
1 2 a
a I= 2 (D )
ItsA.E. is
where
D=
whence D= a a 0 2 D = e 2 C.F. = 3 e + c 1 c PT
(icit
D2_a2.
IC
)_
2D2_a2e
1_it
2a 2 2a
I=C.F.-f-P.I.
c + 2 I=c,e+ e
=
2e ac ac e 1
.(4)
FOURIER TRANSFORMS
59
s=0,from(1),I=0 I
=
1 c
2 2a
it
2a
When
s=0,from(2), dl
ds
La
2 ac
0 a]
2a
From (4),
1 ac
It
ac 1 ac = 2
or
it
2a
c i- =0 1 c 2 2a
Solving(5) and (6), =0, 1 c
= _!E 2 c 2a e
+
I
or {f(x)} 3 F
2 2a
=
2 2a
! (1 e).
2a
Example 5. Find the Fourier sine transform of Sol. Fourier sine transform of - is given by -sinsxcLx Putting sx 0
i.e., x
II 8
, we have
.
it dO rsinO rs I smO= I d0= Jo 0 2 s \x} JoO , n 1 Example 6. Find the Fourier sine and cosine transforms of x
(i
>
0.
(Madras, 2006)
sin sx dx cos sx
60
Now
T(n)=fe_ttdt, n>0
0
f Jo
x ex d 1
Iex
xn_l
Jo
J(cos sx
i sin sx) x
= =
C (
It ..itiF(n) cosisin-I 2 2) s
. .
Equating real and imaginary parts on both sides, we get 1xz_cossxdx = T(n) cos nit Sn 2
and
Jo
sx dx =
F(n)
sin
.
Sn
nit 2
()=
)
FC(X
F(n) cos
nit 2
1 j, we get
FSW
12)
;
V 2s
sln=
[..
rJ]
=cos=
2)
Fc[_]
FOURIER TRANSFORMS
61 (Rajasthan 2006)
. 2 e
transform of
=
2 e
is
given by
=
2 F {e_
dl ds
2 cos sx dx e
I (say)
=_Jr xe_x
=
sinsxdx=
(sinsx)(_2xe_x )dx
!i
2
or
s =ds 2
dI 1
Integrating,wehavelogl=
!, +logA or I=A e
$e_x2
...(2)
Now when s
0, from (1), I
dx
From(2), F {e
x2
Hence Note.
I I
J7t e b-2 = x
,-__
= fetdx
Put
i.e.,
x =
I e t i.f 0 2J Jo
_jJ2_tj_LrIJ.I_Vfl e 22)2
fi
fcosx , O<x<a 1. 0 , xa
SoL Fourier cosine transform of fix) is F(fix)}
= Jf(x)
cos sx dx
f cos
1: cos ax dx J
=
f(x)
cos ax dx
f(x)
cossx dx
+0
0 dx
f 2 cos x cos ax dx
62
[cos(1+s)x+cos(1s)x]dx
=
iEsin(1+s)x 2[ 1+s
sin(1s)xT 1s Jo
1[sin(1+s)a 2 [ 1+s
1
+X
sin(1s)a 1s
1 x(1+x 2
is
1+x 2
dx
=
(say)
x sin sx 2 1+x
x sin sx 2 ) 2 x(1+x
srnsx
0
dx_f
) 2 x(1+x
SlflSXd x
_I
sinsx ) 2 x(1+x
dx 2
f x(1+x ) 2
X COS SX 0
dx
fo
COS SX
=
2 1+x
D= D
=
1 =0 whence +c 8 1 I=c e 2
ce =c 3 e 1
dI
(4) =1
2
1 c
7t
2 c
When
0,
from (2),
FOURIER TRANSFORMS
63
dI
=
From (4),
2 c
1 c
I
0,
2 c 8 e
F{fix)}
dl ds
it
8 e
S1I1SX it
From (2),
e 2
9 It_
=
dx I Jo x(1+x 2 ) 2
SUISX
) 2 x(l+x
dx= 2
=
{p(x)} 8 F
!E (1
e).
Jo 1+x
I I
COSSX
dx=e
2
dx=_.e_8
Jo
I JO
XS]flSX
2 1+x
.
7t x sinsxdx=e 2 2 1+x 7t
=
3 e
is
where ,(x)
X =
1+
,2
=>
1+x 2
e.
xI<a IxI>a
(Anna 2007)
64 Hence evaluate
(j)
SLflCLSCOSSX
(ii)
SflX cklt
=$ =
I
f(x) e dx dx
dx
$f(x) ei8x
dx
pa
pa
pOO
Fe1
L.
is
e is
2 For s
(e _e21
2i
1=
2sinas s
IsO
= 0, we find F{fix)}
2a
j_fF{f(x)).eds smase_isXds 2 l$
sx
sx
1-..
srnascossx
f(){1t
...(1)
fit,
IxI<a IxI>a
FOURIER TRANSFORMS
65
IxIca
IxI>a a >0
f
0
sin as
8
=
0,
a<O
Puttinga=1,
J?i!ds=.
f
and use
it
dx
{i 0 2 x
x (<1
(xcosxsinx x cos dx. I 2 x j (M.D.U. May 2006, Dec. 2006, Dec. 2007; Anna, 2006, 2007; V.T.U., 2006) Sol. Fourier transform of fix) is given by
F{fix)}
f J
,.I Jo
fix)e dx
f(x)e d 1 x dx 9 f(x)e
+
f(x)e dx
Odx+I
J_1
L3X
is
(is)
(is)
[_4e +e)+-(e
_e_u8)]
r
r
(eis
4 (e 2 2i
f(x)
=
F{f(x)} e ds
.
66
(s
cos s
S
sins
1to
sin
S1flSXCLS
tJo
(since
(sc0ss_sins
cossxds
the integrand in the first integral is even and that in the second integral is odd)
j0
Putting
(
x
= _(1_x2),
s
1
=
ss)COSsXdSnf(X)
iflxl<1
iflxl>1
we
have
r(scosssins
j
x
j j
dx
3it
=
cos
ds =
it(
i
=
3ic
Hence
r(xcosxsinx
0 J
Y. 8 1 Example 12. Find the inverse Fourier transform ofF(s) = e_ 8 1 Sol. The inverse Fourier transform of F(s) = e_ is given by
fix)
F(s) e
ds =
-i--
Je
ISIY
e_SX
ds
8 e
e ds
ds
fe_8
ds]
e =
e8e
ds]
1 yix
y
1e1
ii
+
1
i( 2y 2 +x
i( 1 [yix
y+ixj
+x 2 (y )
f(x,) cos px dx
{1
I o
dt =
2 t
=
(K.U.K. 2005)
_1i Opl
0
,
f(x) cos px dx
p>l
F(p)
FOURIER TRANSFORMS
67
F(p) cos px dp
=
fF(p) cos
px
dp]
(1 p) cos px dp
=
fo dP]
cospx
2
(Integrating by parts)
1
10
cosx 2 x
2(1cosx) 1 +jj= 2
fix)
=
2(1 cosx)
2sin
When Putting
0, we have t so that dx
Jo
lCOSXdl
or
2 x
.10
,t
dx
2 X
2dt, we have
t 2 sin
2k x, (1 x),
1 Ox 2
x 1 is
f(x)sinjdx
f(x) sin
nItx
112
dx
dx
.1/2
=
I JO
(lx)sindx
(Integrating by parts)
flux
COS
j--+
2k
I
cos---
-
sin--J
-(-1).
(nir\
/
nit
1 i(
iJ
112 .i
68
.
1 nit
fix)__1) ,Ox<it.
it
f(x) cos
dx
It)
cos nx dx
lt)
it)
when n
0.
2 Itfl
If n
0, then F(0)
2 .r(i_
ok... n)
=
dx
[.. cosOx=1]
.!(0 3
1)
2
F(n)= 3
if n =1,2,3,...
ifn=0. 1 cos flit
= 2 2 nit
where 0
it.
1cosnit
= = 2 2 nit
it.
nitx F ( 8 n)sin----
.
C =
(1cosnit I I ,) nit %
Siflnx
(...
herec=it)
2
=
(1cosnit
2
I smnx.
n=i
FOURIER TRANSFORMS
69
EXERCISE 2.2
1. Find the Fourier sine and cosine transform of the function fix) x sin mx 7t -m C05 7fl3Z 7t dx = dx = je and . m 30 1 + 1+ 2 Find the Fourier sine transform of
=
2.
0<x<a
(i)fiX)={
3.
(i)fix)=e+e,x>0 (M.D. U. May, 2006) for 0<x<1 x (iii)fix)= 2x, for 1<x<2 0, for x>2 (J.N. T. U. 2006)
,
(ii)fix)= e 2
(iv)fix)=2e,+5e
-
x,
0<x<(i)(1_)
(P.T.U. 2006)
5.
Ii, for 0x<a (i)fix)= 10, for xa (ii)fix)=e,a>0 [Note. Remember the results of Q. 4.] Find the Fourier transforms of the following functions:
(i) fix) (iii) fix)
=
{: I
1 e ikx
,
{x
=
, 2 e
<X <
0o
(M.D. U 2005, May 2007) (v)fix)= a<x<b x<aandx>b 0, x<c (vi)fix)= 1, x<x<J3 0, x>[3 r iIxX 1>1 (K U.K 2009; Madras 2006; V.T. U 2006)
6.
Hence evaluate
(ii) Find the Fourier transform of the function fora<x<0 a x 1, for 0<x<a a otherwise 0
,
dx.
--
70 (iii) Find the Fourier transform of the function 1 , for2<t<--1 2 , for1<t<1 1 , for 1<t<2 0, otherwise Using inverse Fourier sine transform, find fix) if ) (i) 8 F O 8.
=
7.
(M.D.U. 2009)
(ii) F 0j 5
12
Find the finite Fourier sine and cosine transforms of the following functions: (ii)fix)=x(lx),0 xl (i)fix)=2x,0x4 Ox2 (iii)fix)=x , 2 kx (u)fix)=
,
(iu)fix)=a (ijJ,oxi
k(itx),
9.
0x
3
cos x, 0 x
it
(ii)flx) x
it
F(n)=
,
11.
Find the finite Fourier cosine transform of the following functions: kx (i)flx)= sinx, 0 x
it
,
(ii)flx)= k(lx),
Ox1 2
12.
ltn 2l
(ii)F(n)= ---sin,0xn ,2 3
--:in
----
ac, where 0x
(v)F(n)=
(2nit
where 0 x
1.
2 (2n+1)
FOURIER TRANSFORMS
71
13.
Solve the following integral equations: (1, 0t<i f(x) sin tx dx = 2, 1 t < 2 (i) t2 [0,
e, A >0
liA
(Anna 2007)
iv jf(x)inAxdx
A
2
f(x)snAxdx
0<A<1
2 k
Answers
(i)
2.
(1s)al
j
U:)
3.
(i)
4+582+54
2 10
c (
2
()
2coss(1coss)
s
1
(iv)
1 +25
+ 2
1 s +4
(v)(2C0S_1_c08SJ
(vj)j s a
(:)
cos as sin as s s
zi)
s+a
s+a 2
2
5.
(i) 2i
(iii)
as
cos as)
(ii)
s 2 [(a
()
i(k+s)b ] [e i(k+s)a e
(v)
6.
(vi)
(i) (iii)
sin s(1 + 2 cos s)
=
7. 8.
(i) fix)
(z)
1 tan
32(1Y
(ii) fix)
32[(1y
nit
32
11
COS fl7t =
nit
nit
2 2
+
F(0)
=
16
(ii)
2l
16
[1 ( 1Y] ; -- [( iY
1], F(0)
1)
16(
1), F(0)=
(iv) (v)
1)],F(0)=
72 a
[1+( 1) 1 [1+ C4
)n],
(ii)
12.
(i)
F(O) =2
() fix) 2
n=i
(- 1)n] F(O) =
flIt.
(z) fix) =
1.
(ii)
sin
sin nx
nsa ntx
(uz)fix)=
412
(zv)fix)=
1 T+
ac
2c
Sin-
12 2 (v)fix)=--- -(1+cosnit)cos---
2nn cos
(vi)fix)=12
13.
OSnhtX 3 C 2
(2n+1)
+
(i) fix)
(1
(ii) fix)
2
It(1+x )
2
(iii) fix)=
(iv)f(x)=e,x>O.
x
1. Linearity Property. If F(s) and G(s) are Fourier transforms of f(x) and g(x) respec tively, then F[af(x) + bg(x)] = aF(s) + bG(s) where a and b are constants. Proof. By definition of Fourier transform, we have F(s) and F[afix)
+
=
F{fix)}
f(x) e dx
. .
G(s)
bg(x)1
F{g(x))
fg(x) e dx
= ajf(x)
edx
g(x) e dx
.
= ciF(s) + bG(s). Cor. (i) If F (s) and Ga(s) are the Fourier sine transforms of fix) and g(x) respectively, 3
then where a and (ii) If Fe(s) and Ge(s) are the Fourier cosine transforms of fix) and g(x) respectively, then F{afix) + bg(x)] = aFt(s) + bG(s) where a and b are b are constants. F[afix)
+
bg(x)J
aF(s)
bG(s)
constants.
FOURIER TRANSFORMS
73
2. Change of scale property (Similarity Theorem). IfF(s) is the complex Fourier trans form of f(x), then F[f(ax)]
=
0.
F(fix))
f
=
f(x).e
dx
F[fl:ax)] Putting
$
t
f(ax).e
dx
...(2)
ax =
i.e.,
-f-, we have dx
-4
oc,
and when x
>
F[fiax)]
=
J .1:
1
f(t)e
1(t)
dt
2- F
[by (2)1
Cor. (i) If F (s) is the Fourier sine transform of fix), then 8 [fiax)] 8 F
=
8 F
(s
(ii) If Fe(s) is the Fourier cosine transform of fiz), then 1 (s F[fiax)1= Fj,a a 3. Shifting Property. If F(s) is the complex Fourier transform of f(x), then (Anna 2007) F[f(x a)] = eF(s). Proof. By definition of complex Fourier transform, we have
F(s) FE/tx
a)]
F{fix)}
=
f(x). e
dx
..
$ I:
eisa
f(x
a)e
dx
.(1)
Puttingxa=t i.e., x=a+t,wehavedx=dt When x , t oo and when x , -4 From (1) we have F[fix
a)]
f(t) e0+t) dt
.
f(t) e
.
dt
f(t) e dt
F(s)
74
3. (a) Shifting on time axis. If F(s) is the complex Fourier transform of f(t) and to is any real number, then (M.D.U. May 2009) F[f(t t )] = e1St0F(s). 0
F{fit)j
f(t)
dt
)= FJfltt ) 0
I: J $
t e t ) 0 f(tt d
t dT T,wehavedt= 0 t= T i.e., + Puttingtt = 0 When t * oo, T * oo and when t * o, T * From (1), we have F[fit
] t ) 0
f(T) e30 T) dT
f(T)eLs(0 F(s). F(s) is fit
. t ) 0
.ei8T
dT
= ei3to
s:
f(T)e dT
= e8t0
If F(s) is the complex Fourier transform off(t), and (M.D. U. May 2009
f(t)1
F(s
F(s)
t F[eiso
F[fit)]
1: f(t) e dt
.
f(t)]=$
e0t f(t).et
dt dt
F(s
L.
f(t).ei(3+80)t
) is e0tttt). 0 Remark. Inverse Fourier transform of F(s + s 4. Modulation Theorem. If F(s) is the complex Fourier transform off(x), then
[F(s
+ a) +
F(s
a)].
F{fix)}
I:
f(x) e8X dx
FOURtER TRANSFORMS
75
F[fix)cosax]=
I: J
1
x f(x)cosax.e d t f(x)[e
iax
+e -iw
]e1dx
f(x)ei0)x
[F(s
a) F(s
a)].
Cor. If F (s) and Fe(s) are Fourier sine and cosine transforms of fix) iespectively, then 3 fix) cos F [ (i) 8 (ii) Fjfix) sin (iii) Fjfix) cos (iv) F[fix) sin
ax]
s {F ( 3 [F(s [F(s s [F ( 8
a)
s F ( 3 F(s F(s s F ( 8
ax] =
a)
a)
ax] =
ax] =
a)
-
5. If F (s) and Fe(s) are Fourier sine and cosine transforms of f(x) respectively, 5 then
(F (s)}
5 (s)) (F
=
.--
{f
=10
fix)(xsinsx)dx
f {f
ff(x)(xcossx)dx
76
=
f{xf(x)}cossxczx F {xftx)}
s)}. F{xfix)}=-{F ( 5 . Hence find the Fourier transform of 2 Example 1. Find the Fourier transform of e_X (i) e, (a >0)
(iii)
2 4(x3)
2 e_X
is given
by e
x2
f
e
f(x)
eSX
L.
eiSXdx
2
[
= fe i5 2
dx=$
2)
4J
2)
= e_fe_22
dz
wherez
4 =2e
Fe_22dz=2e_.
Jo
2 S
-.Je
2
=F(s)
=
(i)
f(-Jx)
F(e2)==/e4j =qe
(ii) Putting a
2 e2J=.ie_5 1 F 2
FOURIER TRANSFORMS
77
F{fl2x)}
1
r
(s
1(s2
2
3)2)
=
LL!- e 3 e
2
16
16
[F(s+a)+F(sa)]
S+2) 4 ( +
eZ8_2)2]
2x}=[e
+e__2)2
Example 2. Find the Fourier sine and cosine transform of x e. So!. Let us first find the Fourier sine and cosine transforms of e_ox.
ax
V
(Madras 2006)
F 8 (e) F (e)
( xe 8 \
Jo
e sin sx dx
=
a+s 2 [
ax
2 2 a+s
and
cos sx dx
=
j
sx
in :: 5 5
2 22
sx)]
=
+
S2a(_
2 a
2 s
,
ds
=
, -axj
IJ
dsa
+s}
(a
+s)
and
F(xex)
8 (e)}= {F .1s(2s) +s ) 2 2 (a +s (a ) 2
(a2 -f-s 2
s 2 +s (a ) 2
2 a
2.7. CONVOLUTION
The convolution of two functions fix) and g(x) over the interval (
oo, oo)
is defined as
flx)*g(x)=
f(u)g(xu)du.
78
2.8. CONVOLUTION THEOREM FOR FOURIER TRANSFORMS (Anna 2007; M.D. U. 2007, 2008; K U.K 2009) (or Faltlng Theorem) The Fourier transform of the convolution of f(x) and g(x) is equal to the product of the Fourier transforms of f(x) and g(x), i.e., F[f(x) * g(x)] = F[f(x)]. F[g(x)] = F(s)G(s). Proof. By definition of Fourier transform F(s)=F[flx)]= G(s)=F[g(x)]= and by definition of convolution, f(x)*g(x)= *g(x)j
=
s:
J
x, f(x).e d t
x g(x).e d t
f(u)g(xu)du
[flX)
[f(x)*g(x)1edx
s: [f 1: f(u)E$
J I
f(u)
f(u)g(x_u)du]edx
g(x_u)edx]du
(By changing the order of integration) Puttingxu=t i.e., x=u+t,wehavedx=dt. When x * oo, t oo and when x * oo, t 4 F[flx) * g(x)]
=
[r
f(u)[$
g(t).esu
.ei8tdt]du
[s:
f(u)et81du][f
g(t)etdt]
[ff(x)
F[ftx)J F[g(x)] = F(s) G{s). Remark. The following properties of convolution can be easily proved. (i) fix) * g(x) =g(x) * fix) (ii) fix) * [g(i) * h(x)1 = [fix) * g(x)] * h(x) (iii) fix) * [e(x) + h(xiI = fix) * g(x) + fix) * h(x).
=
FOURIER TRANSFORMS
79
{e_xtg(o.
If
f(t)
F[/tt)] =
f(t)e tst dt
+
= $O.e dt
etg(t) e dt
.
f e f e_tg(t)dt,
where p = x
is
= L[g(t)].
2.10. PARSEVALS IDENTITY FOR FOURIER TRANSFORMS lithe Fourier transforms of /(x) and g(x) are F(s) and G(s) respectively, then (i) (ii)
i--f
F(s) G(s) ds
12
f(x) (x) dx
12
I F(s) ds fIf(x) dx. $ where bar stands for the complex conjugate.
=
s:
f
.
f(x). e8X dx
and
g(x)
ds
f(x) (x) dx
[__f
G(s) [F(s)] ds
80
=
ii-
F{fix)}
f(x) e dx
fix)
--f 1 L
F(s)
ds
L11x)I2dx=Lf(xfxdx
f(x)
F(s)
eiSX
ds] clx
F(s)
[f f(x) e dx] ds
(Changing the order of integration)
J
rni-_f
F(s)[F(s)] ds
s. IF(s)I d 2
2itJ- Remark. The following Parsevals identities for Fourier sine and cosine transforms can be easily proved:
(s)G(s)ds=f f(x)g(x)dx 8 F
2 ds [F(s)]
Fe(s) Ge(s)
ILLUSTRATIVE EXAMPLES
Example 1. Using Parsevals identities, prove that
)(9t 2 (4+t )
f;(429+2)
dt=
SoL Let
s::
=-
(iv)
=
dt=_jY..
2)2 r( 9
fix)
and g(x)
FOURIER TRANSFORMS
81
Ge(s)
Then
Fe(s)
2 +s
2 4+s
(s)= 8 G
2 9+s
f(x)=e
L
F(s)G(s)ds=J 1(x) We have
t 0 g(x)
F(s)=
i.e.,
a
a+s
,(s)= 2
2 2 a+s
2 ds )9+s = 4+s ) 2
it
X 2 e_
X 3 e
ds Jo 2 )(9+s (4+s )
=Fe_5xczx
O
=II
it ds Jo 2 60 )(9+s (4+s )
Ee_5xi
=-.-(O1)= 5 5
it dt Jo 2 60 )(9+t (4+t ) (ii) Using Parsevals identity for fourier sine transforms, i.e.,
J
We have
X dx 3 X e 2 e_
.
S
lcJo 2 )(9+s (4+s )
ds=Fe_5xdx
.O
=[-j
Jo 82 )( 4 ( 1 )d5 982 d_it t_j.
)(9+t (4+t ) 2
2 s it
1
=(O1)=
Jo
i.e.,
!$
2 ds [F(s)]
2 [f(x)]
82
Wehave
2J 4 0 J
ds 8 f
m
0
x ds=f(e2j d 2
=,
2 ) 6 + 4 ( 2
fe
dx
1 =-(O-1)=
=Li
re_4x1
JO
ds (4+s)32
dt n Jo 2 2 (4+t) 3 (iv) Using Parsevals identity for Fourier sine transform, i.e.,
-.f
We have 2
i-JO
2
(s)1 ds 8 [G 2
$
I
2 dx [g(xXI
) dx 2 3 (e
X 6 e_
2 S
9+sJ
S
ds =
itJo (9+s ) 2
r
O
dx
1 =(O1)=
re_6xl =[___j
2 s 0 ) 2 (9+s
12
Jo
sin at
. e_a ) 2
g(x)
=
and
to
Ii,
O<x<a x>a
and Ge(s)
i.e.,
It .O
Fe(s) Ge(s) ds
f(x) g(x)
dx
Wehave
(snasJ_e_ax.g(x)dx
ia2+s2J
FOURIER TRANSFORMS
smas
83
It
s(a
+s
ds=J e .g(x)dx )
0
= ja
0
e .idx+J
e .g(x)dx
.Odx
Fex1
it
sinas
2 2 +s)
JOs(a
ds=- (l__a ) 2a
It 0 sin at dt=-(1e r 2 a ). 2 2
+t
1 f(x)=
f
=
Sifl
of
=
dt.
fix) is given by
F{fix)}
f f(x)e t dx
SX dx t ff(x)e dx + $f(x) e clx + ff(x) e
pi
pi
p.o
Ji
.1i
=2 I (1IxI)cossxdx +0 Jo
(1
of xl
=2 I (1x)cossxdx Jo
=
[
Co:sx)]
Ix I =x wherex>O]
2 [u_x.
smSX
_(_
1)(.
84
=2
coss
ii
+
= 2k,,
(1coss
s2
) = F(s)
I F(s) 12 ds We have
2 4(1:oss)
11(x) 12 dx
2 dx ds=f (llxI)
f(l_cos: 4
=2J(1_Ixl)2dx
Putting
ItJO
4 16t
t 4 fsin Jo t 4
EXERCISE 2.3
1. Verify convolution theorem for fix) = g(x) = e_X. 2. Using Parsevals identities, prove that 2 x (ii) dx=. + 1)2 4 + 1)2 Jo 4 2 (x Jo 2 (x [Hint. Use Parsevals identity for Fourier sine and cosine transforms of fix)
(i)
e_x1
(May 2005)
dt = t 2ab(a+b) (b (a ) + ) 2 [Hint. Use Parsevals identity for Fourier cosine transforms of fix) = e, g(x)
f Jo
= e]
FOURIER TRANSFORMS
85
4.
Ifttx)=
Ii
o,
srna
dx=.
5.
Using Parsevals identity, prove that 2 sin x it dx= 2 2 .o x Using Parsevals identity, prove that
(z) I
(u)
C 1 cos 2x dx=it. Jo x2
6.
2 fO_s)
it
r Jo
sin 4 2 t
dt=i
u(x,
t) is given by
F[u(x, t)j
ue
dx
F[]=j
-.e
dx
=J
.dx
= [e .uj
ise
.udx
=o_isfu.edx
[..
u0asx--*oo]
=isF(u)
Hence F
a1
[j
=
is F(u).
2 a
__
Suppose
and
0 as x
u 2 a
is given by
Ea2ul
[j
I
[e .
u. 2 a
dx
= j
- dx
ise uf
.
2 (is)
. u dx
86 2 =0s
=
u.edx
u and
au
s F(u), 2
2 F(u). F(u) = ( is) 2 s
Hence
F[14]
Suppose given by
u 2 au a
u,
0 as x
00,
au
.edx=I F= ] J 0 [ax
ra1
e.dx
(Applying general rule of integration by parts)
r [
Ie8
,n2
.ise
.__J+(is)2
.o
e
axn_a
( jsY
e udx
.
=0+(isY
Hence
1: u.edx=(js)F(u)
u 2 a
t) are given by
Fl s I = ( is) F(u).
ran 1 [axJ
u(x,
f $
u 2 a
then the Fourier transform of
au
-
0 as x
> oo,
is given by
Fs[]=J-H.sinsxdx=$ sinsx..4dx
(Integratingbyparts)
FOURIER TRANSFORMS
87
= [S1fl8X..j
r.
aul
j
(scossx).-dx
=0_sf (cossx)dx o ax
r [
---4Oasx-4oq
au
sJusinsxdx] =_s[o_(u) 0
=
[. uOasx-.-oe)
0 s(u)
u) s ( 8 F 2
u), s ( 8 F 2
u 2 a
au
0 as x
> oo,
u 2 a
is given by
F[]=
u 2 fa
c:s sx dx
=10
cos sx
0 ax]
Jo
s sm sx
::
ax
sx.
dx
(Integrating by parts)
dx
du r 0ii
j 0 ax}_
+
au 1 +s r sinsxdx
JO ax
1
L
--,Oasx--+eo
ax
(au
X:=O -_j
sj sin sx
au dx
0 axj
(au
_s2fucossxdx
0
[...
u0asxoo]
s 2 F(u)
Hence F[]=_()_s2F(u)
r P
TRANSFORMS
TO
BOUNDARY
VALUE
r Fourier transforms are very useful in solving boundary value problems. We take Fourie ons. transform of the given partial differential equation using given boundary and initial, conditi choice The rm. transfo inverse onding corresp The required solution is then obtained by taking problem. of particular transform to be employed depends on the boundary conditions of the (i) If the interval is <x < co and if boundary conditions are
u and
ax
oc
0 as x
00
and
- *
(a) boundary conditions are u and all t, use Fourier sine transform. (b) boundary conditions are u and all t, use Fourier cosine transform. For the interval 0 <x
< oo,
au
0 as x
*oo
and u(x, t)
0 or fit) at x
0 and for
au -b---
0 aex
*00
au
--
0 as x
* oo,
even if it isnot
given in the problem. (iii) If the interval is 0 <x <L and (a) boundary conditions are u(0, t) form.
(b) boundary conditions are
u(L, t)
(0, t)
(L, t)
transform.
ILLUSTRATIVE EXAMPLES
Example 1. Solve the equation
_-
a a 2 at ax 2
=
__,
x> 0, t
>
Sol. Given
au
at i-, ax
=
x> 0, t> 0 0
FOURIER TRANSFORMS
89
1 .(2)
Since u(0, t) is given, we take Fourier sine transform of both sides of (1). Thus
F ()
rau
FA
--sinsxdx
=
u 2 ra j-sinsxdx.Integratingbyparts j 1 0
r.
au .dX r SCOSSX. so ax ax
=0si cossx..dx
[.
=s
u(x, t) is bounded
0 when x
_f_ssinsx.udx]
=_s[osJ
[
when x
co,
0 and when x
0, u
u(O, t)
01
dtso
u sm sx dx
so
u sin sx dx
where iZ
( 8 s, t)
=
3 i 2 s
Separating the variables,
3 [u(x, t)] F
3 du
us
s d 2 t t 2 s
+
Integrating
log
log c
=
t or 2 s
t 2 ce_5
Putting
t =
0 in (3),
c=
u (s,0)=F [u(x,0)j 8
Cl
Ju(x,0)sinsxdx
I u(x,0)sinsxdx+ I u(x,0)sinsxdx Jo Jl
90
1.1
=
JO
8X
dx
[from (2)]
1C058X1
8
1coss
8
..
From (3),
1 u
(8,
t) =
(1coss e
8
2 _,
2 r(1cos8je
2tJO 8
t 2 g
sinsxds
for x
>
0, t
>
0 V
0, x >0.
Sol. Given
at
x> 0, t> 0
...(1)
Boundary condition is
, t> 0 0 V(0, t) = V V(x, 0) 0, x> 0 Initial condition is of (1). Thus Since V(0, t) is given, we take Fourier sine transform of both sides
F(aV F(Kav
. .
.(2)
2 i. ax
oax
oat
Integrating by parts
4$
=.
dto
V sin sx dx =
clx rs cos sx ax Jo
.
=K[O.sJ cossx.cix]
r av
when x*
=_is[{cossx.V}
So_ssinsx.Vdx]
_V Vsinsxdx] s$ =_ic[ + 0
x*oo,V*Oandwhenx=O,V=V(0,t)=V 0 when [.. j
FOURIER TRANSFORMS
91
s, y ( 9
[V(x, t)j 9 t) = F
t Ks d 2
=e
Its solution is
2 e
KsVo.e1 dt t =f 2
. 0 =KsV
t 2 eK8
2 Ks
or Putting t
=
t 2 +ce Ka V = 9
0 V
0 in (3), we hay: c
=
V (8,0) =
+
9 (8,0) V
=_!Q-+fosinsxdx 0 V
8 (8,t)=.(1_e2t)
9 From (3), V
--(i_ -f ito
S
) e2 t 2
sin SX ds
t 2 Ks
[s:
0 2v it
e
sin sx cis]
2Jo
[i
2
s
e
sin sx ds
Fj
ds =
t 2 Ks
or
V(x, t)
0 v
92
it
is a semi-infinite rod 0
<
co is determined by the
differential equation
au
---
u 2 a
(i) u=Owhent=0,xO. (ii) Ji. (a constant) whenx= Oandt> 0. ax Determine the temperature formula.
Sol. Given
at
au
2 ax
----=-ii
whenx = 0,
>0 .(2)
u(x,
0) = 0
= F (k
.4J
Integrating by parts
88ifl8X.dX
au
ax
= k[0_(_$.IJsf
sin8x.-dX]
r
k[8{
sinsx.:r}_rscossx.u]
k[P.+8{0_s$ scossx.uaz]
[: :$o
ucossx.dx=kI.L_ks2f ucossxclx
= ki.i ks i4 2
where
FOURIER TRANSFORMS
93
dt 2 J ks
=$ki.eks2t
dt+c
or
tkitting t = 0 in (3), we have
c=4+zZ(s,0)=4+F[u(x,0)]
=_4+JOcossxdx
[from(2)1
From (3),
) iZc(8,t)4(1e8 t 2
forlxl<a 1O forIx>a determine the temperature at any instant x and at any instant t.
fOo
(x)
(M.D.U. 2006) nal heatone-dimensio the to solve have we t), Sol. To determine the temperature 9(x, flow equation
ai=c ;i t>0
subject to the initial condition
ae
e 2 a
f9 forlxl<a
for Ix I>a
.(2)
94
Taking Fourier transform of (1), we get
=2
eisx
or or
) (s 2 cLx=c 9
=
O where C S 2
(s, t)
F[8(x, t)
(3)
0(s,O)=
0(x,O)edx=j
eoedx=0oI--
[is
re1
a
200
e_1 [ is J sinsa
e&a
= s
2i (4)
From (3),
t c d s 2
=
Integrating log
t log A s 2 c
when t
=
or
t 8 2 Ae
Smce
28 sin sa
=
20 sin sa
=
0=
in8a 2O s 0
S
e9t
26 sin as
8 2 e
e ds
z sin xs) ds
sin as
00
sin as
S
7tJ
t s 2 e -c (cos xs t 8 2 c
00 00
1cLJ-.
r r sin as .e
s
r cosxsdsi i
cosxsds
sin
S
as .e
J.
.e
t _c2 Z 9
sinxsds
t c s 2
7tJ
Jo
.9-
sirtas
t 2 e_8
.
2 sin as cos
xs ds
(sin (a
sin (a
x)sJ
FOURIER TRANSFORMS
95
Example 5. Use the method ofFourier transform to determine the displacement y(x, t) of an infinite string, given that the string is initially at rest and that the initial displacement is f(x), (_oo <X < Sol. The equation for the vibration of the string is
00).
2_
2 t
ay 2
subject to the initial conditions (ay = 0 and y(x, 0) Taking Fourier transform of (1), we get
=
fix)
) 2 C 2 c
where
F[y(x, t)]
or
_+c2s25i=O
Its solution is i = A cos cst + B sin cst where A, B are constants. Now taking Fourier transform of (2), we get
=
-
and
7 =
F(s) when t
=
Putting t Also
0, 57
F(s) csB
COB
cst
Puttingt=0,
=O,weget B=O
y(x, t)
if
:j
e8X
dx
]eu8xdx
iC8t 1 =_$F(S)[e
iC8t
2
=
s:
[F(s)
Ct) +
fix
Ct)
1 8 + ct) t dx F(s) e_
= -[fx
ct)]
Example 6. Use the complex form of Fourier transform to show that 1 f(u)e u= 2iis the solution of the boundary value problem
(x
[..
=
f(x)
F(s)e dx]
u)2
4t
du
au
at
=
u 2 a
j,
00
<X <
00,
ax
>0;
f(x) when t
0.
96
Sol. Given
2 au = a
at a
fix)
dx
=
f
[ei
dx
x ue i 1
isei3x
dx
=O_is$e.--dx
[. .
ise u
-40asx-4oo]
is[{e1. u}
dx]
_is[o_isf
ueuX
ue
dx]
u-_,Oasx_,col
$:1sx
dx=i282J
dii
U
2
U
--=s 2 dt
U
Integrating
log
t + 2 8
log
= ce
Putting
t=O, ii(8,0)=c
c= ii(s,0)=fu(x,0)edx
f(x) edx
[from (2)]
From (3),
11=
= e_8 t 2
f(x)
edx
[by changing the variable x to
Jft)ezSudU
is)
FOURIER TRANSFORMS
97
t)
f[e_22tff(u)edu]e_i8ds
s: s: s:e82tfuei L [s
Je_22tf(u)et
duds ds du ds] du
f(u)
2 e
(u-x
Jf(u)
t8+L9
2 r
. x 1 u
ds du
._f
2n
-
(xu) 2 i
-
f(u)[fe[
2 4t
2 4t
]du
=_ffcu $etLJ
2 xrs]
(x
2 u)
ds du
= J:)[J_.
=
2 (x!4)
cs]u
(xu)2
[s:
et[52
cis] du
Put%Js+i-J=Y)then%Jiczs=cLY or
u(x, t)
Lfcu)
f(u) e
-
2 (xu)
[s:
du.
2 e
du
2 (xu)
4t
q du
4t
fe
dy
=
1 f(u)e 2fi
98
v av 2 a
ax
,
at
it,
0 where V (0, t)
=
0 constant. V
Sol. Given
Boundary conditions are Initial condition is Since the interval 0 x Fourier sine transform.
V(0, t) = 0 = V(it, t)
it
.(2) 0 V(x, 0) = V is finite and V(O, t) and V(it, t) are given, we use finite
..
Let y 8 (n, t) denote finite Fourier sine transform of V(x, t), then
n,t) = rV(x,t)sin(!dx=iV(x,t)sinnxdx V ( 8
=.
r.
JO
?cosnx.dx
ax
av
=0n I cosnx.dx
av
=_n[{c.v}s:-nsin.v]
nIOnlVsinnxdxl Jo J L
Vsinnxdx=_n2$ Vsinnxdx J dt
0 0 2
[: VOatx0andic]
Integrating,
3 log V
t + log C 2 n
...(3)
FOURIER TRANSFORMS
99
=r
=
V(x, 0) sin nx dx
0 V
sin nx dx
[from (2)]
From (3),
9 (n, t) = V
t 2 [1 (_1)Th] e
2 Y[1_(_1yz]e_12tsinnx
=
n 1,3,5,...
! (2)
e 2 e_h1
[...
or V(x, t) = 0 4V
1(1Y=Oforn=2,4,6,...]
sin nx
n =1,3,5,...
which is the required solution. Example 8. Using finite Fourier transform, find the solutioz of the wave equation
a 2 2 at
2 a
2 ax
u(O,t)=uOt,t)=O,t>O
u(x,O)=3sinx+4sin4x and
u(x,O)=OforO<x<ic.
2 au
U 2 a
,
0xir,t>0
100
Jo
2 at
smnxdx=a2fsinnxdx Jo ax
=
V
I n cos nx
r i u sin nx dx
2 d
dt
2 I sin nx a
ri
au1
.
au
.
VV
dx
V
0 axJ
Jo
ax
=a
r 0ni 2
L
au cosnxdx
ax
n [{co 2 a
n 2 a
n 2 a
[onf:u
nxdx]
0]
Jo
I u sin nx dx
11 2 d 22 j--+an 0 9 u dt
where A.E. is D 2
+
8 = 8
(n, t)
=
u (x, t) sin nx dx
n 2 a
= =
ian
+
cos ant
=
2 sin ant c
Put t
0 in (3),
14(n, 0)
=J:(3sinx+4ssinnxdx
.7t
p1
$ 2 0 sj
3
A7t
2o
[cos (n
1) x
cos (n
1) xj dx
Jo [cos(n 4) x
cos (n
4) x] dx
FOURIER TRANSFORMS
101
n+i
n4
n+4
=Oexceptforn= iandn=4
For n
1,
= 115
(n, 0)
f u(x,
dx
+
0) sin x dx
rt
Jo 3
I (3sinx+4sin4x)sinxdx
I Jo
2x sin
I JO
+
.1t
1
ix
cos 2x t 2xT
2 I Jo
dx
ar
2L
Jo
+2i
rsin 3x
L
3
Bin 5x9
I Jo
= it
11 0)= n, 5 = 1 c Forn=4, (
u(x,0)sin4xdx (3sinx4sin4x)sin4xdx
=$ f
=
3t
2o
2sin4xsinxcLx+4f
o
4xdx 2 sin
1
COB
(cos 3x
cos 5x)dx
8x
dx
rjn 3x
3
sn 5x1
2L
1 = C
+2ix
sn 8x1
Jo
=it
Jo
1 2 12it
I3it for n= 1 I
for n=4
+
an sin ant
2 an cos ant c
0,
=
=0
[. .
1 c
=
whent=0,=0
-=0fort=0]
n Oc a 2
=0 2 c
=
(3) reduces to lZ
3it where 1 c
=
--
cos ant
.(4)
=
for n
and
2it for n
102
!
3n
(n, t) sin
1 c
2 --cosatsinx+2itcos4atsin4x
it
(for n = 1)
(for n
4)
or u(x,t)=3cosatsinx+4cos4atsin4x which is the required solution. Example 9. Using finite Fourier transform, solve
O<x<6,t>O (a)u(O,t)=u(6,t)=O, O<x<6. (b)u(x,O)=x(6x), Sol Since the boundary conditions are u (0, t) cosine transform.
_! =
a a 2 at ax 2
__
u, (6, 0)
Let
(n, t)
[ L
61
Taking finite Fourier cosine transform of both sides of the given equation
at
we get
6 Ou r
nitx
u 2 a
rntx
dt Jo
nitx d 6 r I u coB dx
6
r
[
cos
Jo
t 6 i
nit sin
.
nir
.
dx
au
ax
=0+
sin J 6
o
.-dxR ax L
ax
nitEl. ism-.u
6[1 6L
Jo
i cos--.udx 6 Jo6
it C 2 n 6 dx I u cos 6 36 Jo it 2 n 36
it 2 n
dt
FOURIER TRANSFORMS
103
Integrating,
lt fl t 2
tlogA
86 ii=Ae
C08
Sm
flitX
. (6xx ) 2
6._(6_) (niti
+(2).
(nit
6
16\2 162
=6.II cosnit6.I
knit)
216
2 2 nit
(1+cosnic)
(1
+
From (1),
U,
216
cos nit) e
To find inverse finite Fourier cosine transform, we need V (0, t). Now ii(0, 0) is cosine transform of u(x, 0) for n = 0. u(Q,0)= ru(x, 0)cos(0)xdx
=1
u (x, t)
=
3 16 2 x F 6x 36 x(6_x)dx=[-j__ = 0 j 1
From(1)and(2),putting n=0, ii (0,t)=A= i(0,0)=36 Taking inverse finite Fourier cosine transform of (3), we have
1 j ii (0, t) 1 2
+
2_ U j
n1
(ii,
t) cos
22
216
nirx
[.. L61
or
u(x, t)
6 -i
72
cos nit
2
----
cos
nlrx
104
-
EXERCISE 2.4
1.
at
&2
(b) u(x, 0)
ax -.0 as x au
--
Do
2.
u 2 a
=
-,
>
0, t
>
(au
=0,t>0
3.
(c) I u (x, t) I <M. The initial temperature along the length of an infinite bar is given by
f2, IxI<1 Ix I> 1
au
=
u 2 a
,
00
<x
<Do,
>
at any point of the bar at any time t. (M.D. U. Dec. 2005) Determine the distribution of temperature in the semi-infinite medium x 0, when the end x = 0 is maintained at zero temperature and the initial distribution of temperature is fix). (a) If the flow of heat is linear so that the variation of 0 (temperature) with z and y may be neglected and if it is assumed that no heat is generated in the medium, then solve the differ ential equation
ae at
o 2 a
2
by using Fourier transform, where < X < o and 0 = fix) when t = 0, fix) being a function of x. (b) If the initial temperature of an infinite bar is given by
00
lL(x, 0)
determine the temperature of the infinite bar at any point x and at any time t> 0. (U.P.T.U. 2005) 6. Solve the equation
au
--
2 a
<
< i,
7.
--
2 a
given that
FOURIER TRANSFORMS 8. Use finite Fourier transform to solve ;=k.,0<x<4,t>O subject to the conditions (a)u(x,0)=2x, O<x<4 9. Solve
105
au
(Rajaathan 2006)
(b)u(0,t)=u(4,t)=O,t>0.
au
u 2 a
(a) u(O, t)
(b) u(x, 0)
4 i (0,
10.
Solve -=4---, given (a)u(0,t)=u(it,t)=0 fort>0 (c)u(x,0)=O for0<x<n. 0 <x <6, t>0 subject to conditions 1 1 (b)u(x,0)= j sinx+j ain4x
u 2 a
11. 12.
Solve
au
u 2
u 2 a u 2 a =9,0 x2
at
ax
subject to the conditions: u(0, t)= u(2, t)= 0, u(x, 0)=x(2x) and u(x, 0)= 0.
Answers
1. 2. u(x,t)= u(x, t)
--J
Ii
1+s
8
1)e_B2
sxds
3 4. 5.
u(x, t)
!f_e_52t
J 1,
=
(8)
22 e
sin sx
ds wherej
(s) =
F, [fix)]
t 2 Jf(s) e_h1S
ax
J
1
fl
sin
2 cse
e If
[sin (c + x)s
sin(c
x)s]ds
6.
u(x,
t) =
COS flit
e
1 it
sin
nx
or
It n..1,3,5
! et am nx
106
(1Yf1et.
a1
7.
u(x,t)=4
8. u(x, t) =
1!
it
1Y
16
9.
sm 6
10.
12. 16 u(x,t)= T
ii=1
24 (-lY-1 e 2
ji=1
t 1 2 n
1 cos nit
If(t) Idt
0. Then
F[r f(T)dT]=-F(8)
a)
is defined as
a) where
1(t)
0, fort.<a
8(ta)edt
Pakl
a
Ilk
=limI
edt
k
a+k
=limI
k+OkLi8
e04_e (ei
11
isk
=
kO
isk
e x 1
e
x-,O X
=e
=1